+94.7%
COF vs CAPR
+239.1%
-144.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | 0.0% |
| 3M | -12.5% | +126.4% | -138.9% | -13.4% |
| 6M | +8.3% | -68.6% | +76.9% | +8.6% |
| YTD | -18.6% | -67.0% | +48.4% | -18.5% |
| 1Y | -8.6% | +65.2% | -73.8% | -11.7% |
| 3Y | +94.7% | +235.6% | -140.9% | +74.2% |
| All | +94.7% | +239.1% | -144.5% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling