-5.1%
COF vs CARR
-1.4%
-3.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | +0.7% | -0.7% | +1.4% | +0.9% |
| 30D | +5.7% | +0.3% | +5.4% | +5.6% |
| 3M | -6.7% | -14.9% | +8.2% | -2.7% |
| 6M | +9.5% | -14.9% | +24.3% | +13.4% |
| YTD | -13.9% | +7.0% | -20.9% | -20.1% |
| 1Y | -5.1% | -1.8% | -3.3% | -7.5% |
| All | -5.1% | -1.4% | -3.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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