+118.1%
COF vs CNC
+1.2%
+116.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -5.1% | -0.9% | -4.2% | -5.1% |
| 30D | -6.0% | -1.0% | -5.1% | -6.0% |
| 3M | +14.8% | +4.5% | +10.3% | +14.7% |
| 6M | +15.3% | +85.2% | -69.9% | +14.0% |
| YTD | -13.0% | +61.4% | -74.5% | -13.9% |
| 1Y | -5.7% | +94.9% | -100.6% | -7.0% |
| 3Y | +118.1% | 0.0% | +118.1% | +122.5% |
| All | +118.1% | +1.2% | +116.9% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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