-5.7%
COF vs CAH
+57.9%
-63.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -5.1% | -5.1% | 0.0% | -4.8% |
| 30D | -6.0% | +0.2% | -6.2% | -6.0% |
| 3M | +14.8% | +6.3% | +8.5% | +14.6% |
| 6M | +15.3% | +9.4% | +5.9% | +14.6% |
| YTD | -13.0% | +15.0% | -28.0% | -13.3% |
| 1Y | -5.7% | +55.4% | -61.2% | -7.8% |
| All | -5.7% | +57.9% | -63.6% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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