+241.9%
COF vs AVAV
+407.8%
-166.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.6% | -14.2% | -4.5% |
| 7D | -5.8% | +3.2% | -8.9% | -7.0% |
| 30D | -0.3% | -7.4% | +7.1% | +0.6% |
| 3M | -8.5% | -32.0% | +23.5% | -1.3% |
| 6M | +5.6% | -24.6% | +30.2% | +8.4% |
| YTD | -17.1% | -47.5% | +30.4% | -10.1% |
| 1Y | -7.4% | -61.5% | +54.1% | +7.6% |
| 3Y | +99.1% | +5.5% | +93.6% | +66.2% |
| 5Y | +39.5% | +35.7% | +3.8% | +2.2% |
| 10Y | +208.1% | +379.1% | -171.0% | +41.5% |
| All | +241.9% | +407.8% | -166.0% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling