+120.8%
COF vs CRL
+38.7%
+82.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | -2.7% | -4.6% | +1.9% | -1.3% |
| 30D | -3.4% | +0.5% | -3.9% | -3.6% |
| 3M | +15.4% | +46.6% | -31.2% | +2.5% |
| 6M | +14.4% | +57.3% | -42.8% | -1.5% |
| YTD | -12.0% | +39.5% | -51.5% | -21.5% |
| 1Y | -3.7% | +76.9% | -80.6% | -20.8% |
| All | +120.8% | +38.7% | +82.2% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling