+217.1%
COF vs HWM
+1,258.6%
-1,041.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | -3.4% | +7.3% | -10.7% | -6.9% |
| 30D | +0.4% | +1.6% | -1.2% | -1.4% |
| 3M | -12.5% | -21.9% | +9.3% | -2.4% |
| 6M | +8.3% | -19.0% | +27.3% | +18.1% |
| YTD | -18.6% | +7.9% | -26.5% | -24.8% |
| 1Y | -8.6% | +9.9% | -18.6% | -16.6% |
| 3Y | +94.7% | +342.1% | -247.5% | -19.4% |
| 5Y | +35.3% | +600.8% | -565.4% | -56.4% |
| 10Y | +185.1% | +1,493.8% | -1,308.7% | -42.1% |
| All | +217.1% | +1,258.6% | -1,041.5% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling