+8.1%
COF vs HWM
-18.0%
+26.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | +0.1% |
| 7D | -4.5% | +5.0% | -9.4% | -5.5% |
| 30D | -2.0% | +1.5% | -3.5% | -2.5% |
| 3M | -9.7% | -20.3% | +10.6% | -3.1% |
| All | +8.1% | -18.0% | +26.2% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling