+35.7%
COF vs AXON
+83.1%
-47.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.3% |
| 7D | -3.4% | +0.8% | -4.1% | -3.5% |
| 30D | +0.4% | -22.8% | +23.1% | +4.7% |
| 3M | -12.5% | -48.8% | +36.2% | -1.8% |
| 6M | +8.3% | -16.3% | +24.6% | +8.8% |
| YTD | -18.6% | -44.5% | +25.9% | -12.3% |
| 1Y | -8.6% | -43.4% | +34.8% | -2.0% |
| 3Y | +94.7% | +44.3% | +50.4% | +56.8% |
| All | +35.7% | +83.1% | -47.4% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling