+5,709.6%
COF vs CTAS
+9,853.0%
-4,143.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +1.2% | 0.0% | +1.3% | +1.2% |
| 30D | -1.4% | -1.0% | -0.4% | -0.9% |
| 3M | +19.0% | +15.8% | +3.3% | +7.9% |
| 6M | +14.9% | -1.0% | +15.9% | +14.2% |
| YTD | -10.7% | +7.4% | -18.1% | -15.8% |
| 1Y | -1.3% | -0.1% | -1.1% | -2.8% |
| 3Y | +124.3% | +66.3% | +58.0% | +57.8% |
| 5Y | +51.1% | +111.0% | -59.8% | -8.4% |
| 10Y | +252.4% | +662.9% | -410.5% | +1.4% |
| All | +5,709.6% | +9,853.0% | -4,143.4% | +428.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling