+5,862.8%
COF vs CLF
+334.6%
+5,528.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.9% |
| 7D | +1.8% | +7.6% | -5.8% | -0.1% |
| 30D | -0.6% | -1.2% | +0.6% | -0.5% |
| 3M | +20.3% | -13.4% | +33.7% | +22.9% |
| 6M | +13.0% | +15.4% | -2.4% | +6.1% |
| YTD | -8.3% | -5.9% | -2.5% | -10.6% |
| 1Y | -1.5% | +18.8% | -20.3% | -11.9% |
| 3Y | +122.3% | -19.4% | +141.7% | +105.4% |
| 5Y | +52.5% | -47.7% | +100.2% | +49.7% |
| 10Y | +264.9% | +130.4% | +134.5% | +106.5% |
| All | +5,862.8% | +334.6% | +5,528.2% | +1,227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling