-9.7%
COF vs CF
+50.8%
-60.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -0.9% |
| 7D | -6.2% | +4.8% | -10.9% | -5.3% |
| 30D | -1.7% | +9.7% | -11.4% | +0.1% |
| 3M | -10.2% | +1.2% | -11.5% | -9.6% |
| 6M | +4.2% | +7.4% | -3.2% | +6.6% |
| YTD | -18.2% | +60.5% | -78.8% | -21.1% |
| 1Y | -9.7% | +50.7% | -60.5% | -10.8% |
| All | -9.7% | +50.8% | -60.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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