-8.6%
COF vs CAPR
+63.5%
-72.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +0.8% |
| 7D | -3.4% | +5.9% | -9.3% | -3.4% |
| 30D | +0.4% | +44.6% | -44.2% | +0.2% |
| 3M | -12.5% | +126.4% | -138.9% | -13.0% |
| 6M | +8.3% | -68.6% | +76.9% | +8.4% |
| YTD | -18.6% | -67.0% | +48.4% | -18.6% |
| 1Y | -8.6% | +65.2% | -73.8% | -9.6% |
| All | -8.6% | +63.5% | -72.1% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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