+124.3%
COF vs AXON
+134.7%
-10.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.3% |
| 7D | +1.2% | -2.5% | +3.7% | +1.6% |
| 30D | -1.4% | -11.5% | +10.1% | +0.2% |
| 3M | +19.0% | +7.3% | +11.7% | +16.7% |
| 6M | +14.9% | -11.9% | +26.8% | +15.5% |
| YTD | -10.7% | -11.0% | +0.3% | -11.2% |
| 1Y | -1.3% | -31.8% | +30.5% | +1.9% |
| 3Y | +124.3% | +135.4% | -11.1% | +83.2% |
| All | +124.3% | +134.7% | -10.4% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling