-5.1%
COF vs GWRE
-24.5%
+19.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.1% | -1.5% |
| 7D | +0.7% | +2.2% | -1.5% | +0.6% |
| 30D | +5.7% | +4.5% | +1.2% | +5.3% |
| 3M | -6.7% | +6.4% | -13.1% | -7.6% |
| 6M | +9.5% | +18.8% | -9.4% | +7.3% |
| YTD | -13.9% | -15.1% | +1.2% | -15.7% |
| 1Y | -5.1% | -23.4% | +18.4% | -2.4% |
| All | -5.1% | -24.5% | +19.4% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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