+5,625.4%
COF vs CLX
+1,379.8%
+4,245.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.7% |
| 7D | -2.7% | -4.9% | +2.3% | -0.9% |
| 30D | -3.4% | -15.8% | +12.5% | +2.4% |
| 3M | +15.4% | -7.9% | +23.3% | +18.4% |
| 6M | +14.4% | -19.0% | +33.5% | +22.0% |
| YTD | -12.0% | -7.9% | -4.0% | -10.7% |
| 1Y | -3.7% | -25.4% | +21.6% | +4.8% |
| 3Y | +121.1% | -35.0% | +156.1% | +148.0% |
| 5Y | +47.8% | -36.8% | +84.6% | +63.0% |
| 10Y | +250.3% | -1.4% | +251.7% | +187.6% |
| All | +5,625.4% | +1,379.8% | +4,245.7% | +1,416.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling