+579.6%
COF vs CRL
+1,339.8%
-760.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.6% |
| 7D | +1.2% | -0.6% | +1.8% | +1.5% |
| 30D | -1.4% | +5.0% | -6.4% | -3.3% |
| 3M | +19.0% | +50.6% | -31.6% | +1.3% |
| 6M | +14.9% | +60.9% | -46.1% | -6.0% |
| YTD | -10.7% | +40.7% | -51.4% | -23.4% |
| 1Y | -1.3% | +73.3% | -74.6% | -22.5% |
| 3Y | +124.3% | +40.6% | +83.7% | +79.5% |
| 5Y | +51.1% | -37.0% | +88.1% | +58.0% |
| 10Y | +252.4% | +244.3% | +8.1% | +88.4% |
| All | +579.6% | +1,339.8% | -760.2% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling