+536.3%
COF vs AWK
+967.2%
-431.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.5% |
| 7D | +1.2% | +2.2% | -0.9% | +0.3% |
| 30D | -1.4% | +4.4% | -5.8% | -3.3% |
| 3M | +19.0% | +15.4% | +3.7% | +11.5% |
| 6M | +14.9% | +3.5% | +11.4% | +12.4% |
| YTD | -10.7% | +9.8% | -20.5% | -15.3% |
| 1Y | -1.3% | +3.0% | -4.3% | -4.2% |
| 3Y | +124.3% | +9.7% | +114.7% | +102.3% |
| 5Y | +51.1% | -17.2% | +68.3% | +55.1% |
| 10Y | +252.4% | +126.1% | +126.3% | +98.9% |
| All | +536.3% | +967.2% | -431.0% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling