+35.7%
COF vs CRL
-12.1%
+47.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +0.4% | +11.9% | -11.5% | -3.8% |
| 3M | -12.5% | +20.2% | -32.7% | -18.4% |
| 6M | +8.3% | +107.5% | -99.2% | -16.5% |
| YTD | -18.6% | +69.4% | -88.0% | -33.4% |
| 1Y | -8.6% | +99.7% | -108.4% | -29.4% |
| 3Y | +94.7% | +98.8% | -4.1% | +41.6% |
| All | +35.7% | -12.1% | +47.8% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling