+163.4%
COF vs AVTR
+1.1%
+162.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.6% |
| 7D | -2.7% | +1.6% | -4.2% | -3.2% |
| 30D | -3.4% | +8.4% | -11.7% | -6.1% |
| 3M | +15.4% | +50.2% | -34.7% | -0.7% |
| 6M | +14.4% | +82.6% | -68.2% | -8.6% |
| YTD | -12.0% | +29.8% | -41.8% | -21.2% |
| 1Y | -3.7% | +16.0% | -19.7% | -12.8% |
| 3Y | +121.1% | -26.4% | +147.5% | +125.6% |
| 5Y | +47.8% | -64.5% | +112.3% | +95.5% |
| All | +163.4% | +1.1% | +162.3% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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