-1.5%
COF vs CLX
-20.9%
+19.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +1.8% | -9.2% | +11.1% | +3.4% |
| 30D | -0.6% | -11.0% | +10.5% | +1.3% |
| 3M | +20.3% | +5.0% | +15.3% | +19.9% |
| 6M | +13.0% | -18.8% | +31.8% | +13.6% |
| YTD | -8.3% | -4.4% | -3.9% | -9.6% |
| 1Y | -1.5% | -21.9% | +20.4% | -2.0% |
| All | -1.5% | -20.9% | +19.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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