-11.5%
COF vs B
+7.9%
-19.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.4% |
| 7D | -5.0% | -6.2% | +1.2% | -4.4% |
| 30D | -2.3% | -6.6% | +4.4% | -1.6% |
| 3M | -12.7% | -7.9% | -4.8% | -12.0% |
| 6M | +6.2% | -16.8% | +23.0% | +7.1% |
| YTD | -19.2% | -11.7% | -7.5% | -20.5% |
| 1Y | -11.5% | +3.5% | -15.0% | -13.8% |
| All | -11.5% | +7.9% | -19.4% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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