-3.7%
COF vs CB
+22.9%
-26.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -2.7% | -0.5% | -2.1% | -2.6% |
| 30D | -3.4% | -3.1% | -0.3% | -3.0% |
| 3M | +15.4% | +4.2% | +11.2% | +14.4% |
| 6M | +14.4% | +4.7% | +9.7% | +13.4% |
| YTD | -12.0% | +8.8% | -20.8% | -14.2% |
| 1Y | -3.7% | +22.6% | -26.4% | -9.6% |
| All | -3.7% | +22.9% | -26.7% | -9.6% |
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