-9.3%
COF vs CB
+29.2%
-38.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -4.5% | -1.0% | -3.4% | -4.4% |
| 30D | -2.0% | +7.3% | -9.3% | -2.6% |
| 3M | -9.7% | +7.0% | -16.8% | -10.4% |
| 6M | +8.0% | +16.3% | -8.3% | +6.3% |
| YTD | -17.7% | +19.7% | -37.5% | -19.9% |
| 1Y | -9.3% | +27.8% | -37.1% | -10.6% |
| All | -9.3% | +29.2% | -38.6% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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