+36.8%
COF vs HWM
+608.9%
-572.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | -0.5% |
| 7D | -4.5% | +5.0% | -9.4% | -7.0% |
| 30D | -2.0% | +1.5% | -3.5% | -3.6% |
| 3M | -9.7% | -20.3% | +10.6% | +0.2% |
| 6M | +8.0% | -18.0% | +26.0% | +17.4% |
| YTD | -17.7% | +9.5% | -27.2% | -25.3% |
| 1Y | -9.3% | +7.5% | -16.8% | -16.9% |
| 3Y | +96.3% | +355.7% | -259.4% | -32.4% |
| All | +36.8% | +608.9% | -572.1% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling