-5.1%
COF vs ES
-1.6%
-3.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | +0.7% | +5.3% | -4.6% | +0.7% |
| 30D | +5.7% | +8.9% | -3.2% | +5.7% |
| 3M | -6.7% | -1.9% | -4.8% | -6.8% |
| 6M | +9.5% | +3.9% | +5.6% | +9.7% |
| YTD | -13.9% | +8.3% | -22.1% | -13.9% |
| 1Y | -5.1% | -0.1% | -4.9% | -5.3% |
| All | -5.1% | -1.6% | -3.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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