+94.7%
COF vs CTAS
+74.7%
+19.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.4% | +2.0% | -5.3% | -4.1% |
| 30D | +0.4% | +8.7% | -8.3% | -3.1% |
| 3M | -12.5% | +13.3% | -25.8% | -17.1% |
| 6M | +8.3% | +39.4% | -31.1% | -7.0% |
| YTD | -18.6% | +21.5% | -40.1% | -25.7% |
| 1Y | -8.6% | +21.9% | -30.5% | -16.7% |
| 3Y | +94.7% | +73.6% | +21.0% | +67.7% |
| All | +94.7% | +74.7% | +19.9% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling