+6.2%
COF vs CLF
+18.5%
-12.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.8% |
| 7D | -5.0% | +16.0% | -21.0% | -5.8% |
| 30D | -2.3% | +1.6% | -3.9% | -2.3% |
| 3M | -12.7% | +6.7% | -19.4% | -13.3% |
| 6M | +6.2% | +21.1% | -14.9% | +3.7% |
| All | +6.2% | +18.5% | -12.3% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 6mo: compounded portfolio wealth divided by compounded CLF 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…
6mo analysis · Full analysis span regression · 6 months rolling