+483.6%
COF vs GWRE
+741.3%
-257.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -5.1% | -13.2% | +8.1% | -1.7% |
| 30D | -6.0% | -18.6% | +12.6% | -2.0% |
| 3M | +14.8% | +18.9% | -4.1% | +7.2% |
| 6M | +15.3% | -11.0% | +26.3% | +14.3% |
| YTD | -13.0% | -29.9% | +16.8% | -8.5% |
| 1Y | -5.7% | -44.3% | +38.6% | +5.7% |
| 3Y | +118.1% | +51.7% | +66.5% | +74.1% |
| 5Y | +46.2% | +15.4% | +30.8% | +22.5% |
| 10Y | +246.1% | +129.4% | +116.6% | +134.5% |
| All | +483.6% | +741.3% | -257.7% | +215.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling