+120.8%
COF vs GEN
+57.6%
+63.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -2.7% | -2.9% | +0.3% | -1.7% |
| 30D | -3.4% | +2.1% | -5.4% | -4.1% |
| 3M | +15.4% | +19.7% | -4.3% | +8.4% |
| 6M | +14.4% | +33.3% | -18.8% | +2.8% |
| YTD | -12.0% | +11.1% | -23.1% | -15.3% |
| 1Y | -3.7% | +3.0% | -6.7% | -4.6% |
| All | +120.8% | +57.6% | +63.2% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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