+43.1%
COF vs CAH
+393.5%
-350.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -5.1% | -5.1% | 0.0% | -3.7% |
| 30D | -6.0% | +0.2% | -6.2% | -6.1% |
| 3M | +14.8% | +6.3% | +8.5% | +12.8% |
| 6M | +15.3% | +9.4% | +5.9% | +12.2% |
| YTD | -13.0% | +15.0% | -28.0% | -17.1% |
| 1Y | -5.7% | +55.4% | -61.2% | -19.2% |
| 3Y | +118.1% | +173.8% | -55.7% | +44.4% |
| All | +43.1% | +393.5% | -350.4% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling