-5.1%
COF vs COMP
+23.8%
-28.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.9% | -2.9% |
| 7D | +0.7% | +9.5% | -8.8% | -1.5% |
| 30D | +5.7% | +8.1% | -2.3% | +3.4% |
| 3M | -6.7% | -16.3% | +9.6% | -3.4% |
| 6M | +9.5% | +42.2% | -32.7% | -1.1% |
| YTD | -13.9% | -5.0% | -8.9% | -12.9% |
| 1Y | -5.1% | +20.1% | -25.2% | -8.3% |
| All | -5.1% | +23.8% | -28.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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