-5.7%
COF vs CTAS
+1.1%
-6.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.1% |
| 7D | -5.1% | +0.5% | -5.7% | -5.3% |
| 30D | -6.0% | -0.7% | -5.3% | -5.9% |
| 3M | +14.8% | +11.1% | +3.8% | +10.7% |
| 6M | +15.3% | +2.1% | +13.2% | +14.0% |
| YTD | -13.0% | +8.0% | -21.0% | -16.1% |
| 1Y | -5.7% | -0.5% | -5.2% | -11.5% |
| All | -5.7% | +1.1% | -6.8% | -11.5% |
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