+94.7%
COF vs CF
+68.9%
+25.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.8% |
| 7D | -3.4% | +4.8% | -8.1% | -3.4% |
| 30D | +0.4% | +4.7% | -4.3% | +0.4% |
| 3M | -12.5% | +7.4% | -20.0% | -12.5% |
| 6M | +8.3% | +0.6% | +7.7% | +8.5% |
| YTD | -18.6% | +64.1% | -82.7% | -25.9% |
| 1Y | -8.6% | +51.4% | -60.0% | -15.6% |
| 3Y | +94.7% | +67.8% | +26.9% | +67.5% |
| All | +94.7% | +68.9% | +25.8% | +67.5% |
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