+94.7%
COF vs GEN
+67.9%
+26.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.1% |
| 7D | -3.4% | +2.0% | -5.4% | -3.9% |
| 30D | +0.4% | +27.7% | -27.4% | -6.8% |
| 3M | -12.5% | +3.3% | -15.8% | -13.7% |
| 6M | +8.3% | +31.8% | -23.5% | -2.1% |
| YTD | -18.6% | +13.5% | -32.1% | -22.2% |
| 1Y | -8.6% | +16.0% | -24.7% | -13.5% |
| 3Y | +94.7% | +70.6% | +24.1% | +68.4% |
| All | +94.7% | +67.9% | +26.8% | +68.4% |
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