+94.7%
COF vs CP
+36.4%
+58.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.0% |
| 7D | -3.4% | +2.1% | -5.5% | -4.3% |
| 30D | +0.4% | +9.3% | -8.9% | -3.8% |
| 3M | -12.5% | +0.5% | -13.0% | -12.9% |
| 6M | +8.3% | +10.4% | -2.1% | +2.7% |
| YTD | -18.6% | +28.7% | -47.3% | -29.0% |
| 1Y | -8.6% | +33.2% | -41.8% | -21.8% |
| 3Y | +94.7% | +38.4% | +56.2% | +62.4% |
| All | +94.7% | +36.4% | +58.3% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling