+130.2%
COF vs CF
+77.0%
+53.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.3% |
| 7D | +1.8% | +6.0% | -4.2% | +1.7% |
| 30D | -0.6% | +14.8% | -15.4% | -0.9% |
| 3M | +20.3% | +14.1% | +6.2% | +19.8% |
| 6M | +13.0% | +28.5% | -15.5% | +8.8% |
| YTD | -8.3% | +74.9% | -83.3% | -17.1% |
| 1Y | -1.5% | +61.7% | -63.2% | -9.5% |
| All | +130.2% | +77.0% | +53.2% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling