+43.1%
COF vs CRL
-37.1%
+80.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.4% | 0.0% |
| 7D | -5.1% | -3.5% | -1.6% | -4.0% |
| 30D | -6.0% | -2.1% | -3.9% | -5.5% |
| 3M | +14.8% | +48.0% | -33.1% | +0.6% |
| 6M | +15.3% | +64.7% | -49.4% | -3.5% |
| YTD | -13.0% | +39.5% | -52.5% | -23.4% |
| 1Y | -5.7% | +74.2% | -79.9% | -23.4% |
| 3Y | +118.1% | +39.4% | +78.8% | +81.4% |
| All | +43.1% | -37.1% | +80.3% | +30.1% |
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