-5.7%
COF vs HWM
+24.8%
-30.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.4% |
| 7D | -5.1% | -11.4% | +6.3% | -2.3% |
| 30D | -6.0% | -18.5% | +12.4% | -1.2% |
| 3M | +14.8% | -13.2% | +28.0% | +18.7% |
| 6M | +15.3% | -8.7% | +24.0% | +16.5% |
| YTD | -13.0% | +12.2% | -25.2% | -15.1% |
| 1Y | -5.7% | +24.9% | -30.6% | -9.8% |
| All | -5.7% | +24.8% | -30.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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