-8.5%
COF vs COMP
+25.5%
-33.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -2.9% |
| 7D | -5.8% | +14.5% | -20.3% | -8.9% |
| 30D | -0.3% | +14.9% | -15.3% | -4.0% |
| 3M | -8.5% | -14.2% | +5.7% | -5.9% |
| 6M | +5.6% | +23.7% | -18.1% | -1.0% |
| YTD | -17.1% | +2.1% | -19.2% | -17.3% |
| All | -8.5% | +25.5% | -33.9% | -11.0% |
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