+257.0%
COF vs HWM
+1,494.1%
-1,237.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.8% | -2.1% | +3.9% | +2.6% |
| 30D | -0.6% | -11.0% | +10.4% | +5.3% |
| 3M | +20.3% | +4.0% | +16.3% | +17.0% |
| 6M | +13.0% | -0.2% | +13.2% | +11.5% |
| YTD | -8.3% | +26.7% | -35.0% | -20.9% |
| 1Y | -1.5% | +44.7% | -46.2% | -21.4% |
| 3Y | +122.3% | +426.1% | -303.8% | -14.9% |
| 5Y | +52.5% | +738.5% | -686.0% | -54.7% |
| All | +257.0% | +1,494.1% | -1,237.1% | -32.4% |
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