+47.8%
COF vs HWM
+658.8%
-611.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | -2.7% | -8.0% | +5.4% | +1.4% |
| 30D | -3.4% | -18.0% | +14.6% | +6.6% |
| 3M | +15.4% | -9.5% | +24.9% | +20.3% |
| 6M | +14.4% | -8.4% | +22.8% | +17.5% |
| YTD | -12.0% | +13.6% | -25.6% | -20.8% |
| 1Y | -3.7% | +30.2% | -34.0% | -20.7% |
| 3Y | +121.1% | +392.2% | -271.2% | -25.4% |
| 5Y | +47.8% | +645.2% | -597.4% | -63.8% |
| All | +47.8% | +658.8% | -611.0% | -63.8% |
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 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