-3.7%
COF vs AXON
-33.3%
+29.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -1.0% |
| 7D | -2.7% | -3.3% | +0.7% | -2.2% |
| 30D | -3.4% | -17.8% | +14.5% | -0.9% |
| 3M | +15.4% | +8.3% | +7.1% | +13.3% |
| 6M | +14.4% | -12.4% | +26.8% | +15.2% |
| YTD | -12.0% | -13.7% | +1.7% | -13.4% |
| 1Y | -3.7% | -33.1% | +29.3% | -4.5% |
| All | -3.7% | -33.3% | +29.5% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling