-5.1%
COF vs CTAS
+25.6%
-30.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.8% |
| 7D | +0.7% | +7.6% | -6.9% | -1.3% |
| 30D | +5.7% | +17.2% | -11.5% | +1.0% |
| 3M | -6.7% | +12.8% | -19.5% | -10.0% |
| 6M | +9.5% | +38.0% | -28.5% | -1.9% |
| YTD | -13.9% | +22.7% | -36.6% | -19.9% |
| 1Y | -5.1% | +25.6% | -30.7% | -13.4% |
| All | -5.1% | +25.6% | -30.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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