+124.3%
COF vs CL
+28.9%
+95.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | +1.2% | -1.4% | +2.6% | +1.1% |
| 30D | -1.4% | -5.2% | +3.8% | -1.8% |
| 3M | +19.0% | +3.3% | +15.7% | +19.5% |
| 6M | +14.9% | -4.4% | +19.2% | +13.8% |
| YTD | -10.7% | +13.9% | -24.6% | -9.0% |
| 1Y | -1.3% | +7.6% | -8.9% | -0.5% |
| 3Y | +124.3% | +29.6% | +94.7% | +124.5% |
| All | +124.3% | +28.9% | +95.4% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling