-8.6%
COF vs CL
+29.8%
-38.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.6% |
| 7D | -3.4% | +3.2% | -6.6% | -3.6% |
| 30D | +0.4% | +8.0% | -7.7% | -0.2% |
| 3M | -12.5% | +7.9% | -20.4% | -13.1% |
| 6M | +8.3% | +14.7% | -6.4% | +7.2% |
| YTD | -18.6% | +29.2% | -47.7% | -20.2% |
| 1Y | -8.6% | +29.5% | -38.2% | -10.5% |
| All | -8.6% | +29.8% | -38.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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