-11.5%
COF vs CF
+53.7%
-65.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -1.5% |
| 7D | -5.0% | +5.4% | -10.4% | -4.1% |
| 30D | -2.3% | +6.5% | -8.8% | -0.9% |
| 3M | -12.7% | +4.6% | -17.3% | -11.4% |
| 6M | +6.2% | -3.3% | +9.5% | +6.7% |
| YTD | -19.2% | +63.9% | -83.1% | -21.7% |
| 1Y | -11.5% | +50.4% | -61.9% | -11.9% |
| All | -11.5% | +53.7% | -65.2% | -11.9% |
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