+5,555.9%
COF vs AZO
+11,126.3%
-5,570.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -5.1% | -3.6% | -1.6% | -3.6% |
| 30D | -6.0% | -5.6% | -0.5% | -3.6% |
| 3M | +14.8% | -6.6% | +21.5% | +17.6% |
| 6M | +15.3% | -22.5% | +37.8% | +27.9% |
| YTD | -13.0% | -15.2% | +2.1% | -8.4% |
| 1Y | -5.7% | -33.9% | +28.2% | +10.7% |
| 3Y | +118.1% | +11.8% | +106.3% | +95.6% |
| 5Y | +46.2% | +85.5% | -39.3% | +0.5% |
| 10Y | +246.1% | +298.2% | -52.1% | +62.0% |
| All | +5,555.9% | +11,126.3% | -5,570.4% | +547.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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