-1.5%
COF vs CRS
+102.1%
-103.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | +1.8% | -0.2% | +2.1% | +1.8% |
| 30D | -0.6% | -16.6% | +16.1% | +1.6% |
| 3M | +20.3% | -3.5% | +23.8% | +20.3% |
| 6M | +13.0% | +15.4% | -2.4% | +10.1% |
| YTD | -8.3% | +51.2% | -59.5% | -12.1% |
| 1Y | -1.5% | +98.3% | -99.8% | -6.0% |
| All | -1.5% | +102.1% | -103.5% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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