+173.6%
COF vs AXON
+1,027.4%
-853.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -1.2% |
| 7D | -5.0% | -19.7% | +14.7% | -1.0% |
| 30D | -2.3% | -25.7% | +23.4% | +3.3% |
| 3M | -12.7% | -48.8% | +36.1% | -0.6% |
| 6M | +6.2% | -22.0% | +28.2% | +8.6% |
| YTD | -19.2% | -45.9% | +26.7% | -11.7% |
| 1Y | -11.5% | -46.1% | +34.6% | -3.3% |
| 3Y | +92.8% | +40.9% | +51.9% | +59.1% |
| 5Y | +34.3% | +80.2% | -45.9% | -0.3% |
| All | +173.6% | +1,027.4% | -853.8% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling