+408.9%
COF vs AXON
+101,343.3%
-100,934.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.4% |
| 7D | +1.8% | -14.2% | +16.0% | +4.6% |
| 30D | -0.6% | -15.4% | +14.8% | +1.9% |
| 3M | +20.3% | +0.5% | +19.8% | +18.7% |
| 6M | +13.0% | -9.5% | +22.5% | +12.8% |
| YTD | -8.3% | -9.2% | +0.9% | -9.2% |
| 1Y | -1.5% | -29.4% | +27.9% | +1.8% |
| 3Y | +122.3% | +139.4% | -17.2% | +76.3% |
| 5Y | +52.5% | +178.9% | -126.4% | +14.1% |
| 10Y | +264.9% | +1,840.8% | -1,575.9% | +78.3% |
| All | +408.9% | +101,343.3% | -100,934.5% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling