+116.9%
COF vs EAT
+585.9%
-469.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -6.1% | -6.2% | +0.1% | -4.6% |
| 30D | -5.2% | -3.0% | -2.1% | -4.8% |
| 3M | +17.0% | +45.6% | -28.6% | +5.9% |
| 6M | +12.9% | +53.5% | -40.6% | 0.0% |
| YTD | -13.5% | +49.6% | -63.1% | -23.2% |
| 1Y | -5.9% | +38.9% | -44.8% | -15.1% |
| All | +116.9% | +585.9% | -469.0% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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