-11.5%
COF vs AXON
-46.2%
+34.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -1.4% |
| 7D | -5.0% | -19.7% | +14.7% | -2.5% |
| 30D | -2.3% | -25.7% | +23.4% | +1.3% |
| 3M | -12.7% | -48.8% | +36.1% | -4.7% |
| 6M | +6.2% | -22.0% | +28.2% | +7.3% |
| YTD | -19.2% | -45.9% | +26.7% | -16.8% |
| 1Y | -11.5% | -46.1% | +34.6% | -8.8% |
| All | -11.5% | -46.2% | +34.7% | -8.8% |
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