-5.1%
COF vs CRL
+85.3%
-90.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.3% | +6.1% | +0.4% |
| 7D | +0.7% | -12.8% | +13.4% | +3.6% |
| 30D | +5.7% | +5.0% | +0.7% | +4.1% |
| 3M | -6.7% | +39.4% | -46.1% | -14.7% |
| 6M | +9.5% | +89.4% | -79.9% | -8.1% |
| YTD | -13.9% | +63.6% | -77.4% | -24.2% |
| 1Y | -5.1% | +83.5% | -88.5% | -19.6% |
| All | -5.1% | +85.3% | -90.4% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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