-5.7%
COF vs AWK
+1.9%
-7.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.4% |
| 7D | -5.1% | -2.1% | -3.0% | -5.4% |
| 30D | -6.0% | +2.1% | -8.1% | -5.7% |
| 3M | +14.8% | +11.4% | +3.5% | +17.1% |
| 6M | +15.3% | +3.9% | +11.4% | +16.0% |
| YTD | -13.0% | +7.7% | -20.7% | -11.0% |
| 1Y | -5.7% | +1.3% | -7.0% | -5.3% |
| All | -5.7% | +1.9% | -7.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling