+86.6%
COF vs COMP
-47.7%
+134.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | +1.8% | +1.4% | +0.5% | +1.6% |
| 30D | -0.6% | -13.3% | +12.8% | +1.6% |
| 3M | +20.3% | +41.1% | -20.8% | +13.4% |
| 6M | +13.0% | +17.2% | -4.2% | +8.5% |
| YTD | -8.3% | +5.2% | -13.5% | -10.7% |
| 1Y | -1.5% | +18.9% | -20.4% | -6.4% |
| 3Y | +122.3% | +215.9% | -93.7% | +72.4% |
| 5Y | +52.5% | -31.2% | +83.7% | +26.0% |
| All | +86.6% | -47.7% | +134.3% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling