-1.3%
COF vs COMP
+11.9%
-13.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.8% | -1.8% |
| 7D | +1.2% | +4.1% | -2.8% | +0.3% |
| 30D | -1.4% | -14.5% | +13.1% | +2.0% |
| 3M | +19.0% | +41.8% | -22.8% | +9.8% |
| 6M | +14.9% | +23.6% | -8.7% | +7.6% |
| YTD | -10.7% | +1.7% | -12.4% | -12.4% |
| 1Y | -1.3% | +12.6% | -13.8% | -6.9% |
| All | -1.3% | +11.9% | -13.1% | -6.9% |
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