+3,737.7%
COF vs HIG
+987.6%
+2,750.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | -2.7% | -0.5% | -2.2% | -2.4% |
| 30D | -3.4% | -2.8% | -0.5% | -2.2% |
| 3M | +15.4% | +6.3% | +9.1% | +11.9% |
| 6M | +14.4% | -0.1% | +14.5% | +14.0% |
| YTD | -12.0% | +0.4% | -12.4% | -12.5% |
| 1Y | -3.7% | +6.2% | -10.0% | -6.8% |
| 3Y | +121.1% | +101.6% | +19.4% | +60.7% |
| 5Y | +47.8% | +119.8% | -72.0% | +4.7% |
| 10Y | +250.3% | +311.7% | -61.4% | +92.6% |
| All | +3,737.7% | +987.6% | +2,750.0% | +651.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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