+71.6%
COF vs COMP
-52.0%
+123.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 3M | -7.9% | -18.8% | +10.9% | -5.3% |
| 6M | +5.2% | +10.5% | -5.3% | +2.4% |
| YTD | -15.7% | -3.4% | -12.3% | -17.2% |
| 1Y | -5.5% | +19.7% | -25.2% | -10.3% |
| 3Y | +100.5% | +381.6% | -281.1% | +45.7% |
| 5Y | +42.3% | -17.6% | +59.9% | +16.2% |
| All | +71.6% | -52.0% | +123.5% | +46.4% |
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 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