+39.5%
COF vs AVAV
+34.3%
+5.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.6% | -14.2% | -3.4% |
| 7D | -5.8% | +3.2% | -8.9% | -6.5% |
| 30D | -0.3% | -7.4% | +7.1% | +0.3% |
| 3M | -8.5% | -32.0% | +23.5% | -4.0% |
| 6M | +5.6% | -24.6% | +30.2% | +7.7% |
| YTD | -17.1% | -47.5% | +30.4% | -12.3% |
| 1Y | -7.4% | -61.5% | +54.1% | +2.8% |
| 3Y | +99.1% | +5.5% | +93.6% | +72.7% |
| 5Y | +39.5% | +35.7% | +3.8% | +7.4% |
| All | +39.5% | +34.3% | +5.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling