+116.9%
COF vs CLX
-35.7%
+152.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.6% |
| 7D | -6.1% | -5.9% | -0.2% | -5.2% |
| 30D | -5.2% | -17.0% | +11.9% | -2.4% |
| 3M | +17.0% | -9.6% | +26.6% | +18.7% |
| 6M | +12.9% | -21.5% | +34.4% | +16.3% |
| YTD | -13.5% | -8.8% | -4.7% | -13.1% |
| 1Y | -5.9% | -24.7% | +18.8% | -2.8% |
| All | +116.9% | -35.7% | +152.6% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling