+41.7%
COF vs COMP
-17.6%
+59.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.7% | -11.7% | -2.7% |
| 7D | -1.5% | +13.4% | -14.9% | -3.7% |
| 30D | +3.0% | +11.1% | -8.1% | +0.8% |
| 3M | -7.9% | -18.8% | +10.9% | -5.3% |
| 6M | +5.2% | +10.5% | -5.3% | +2.3% |
| YTD | -15.7% | -3.4% | -12.3% | -17.2% |
| 1Y | -5.5% | +19.7% | -25.2% | -10.4% |
| 3Y | +100.5% | +381.6% | -281.1% | +44.3% |
| All | +41.7% | -17.6% | +59.3% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling