+220.4%
COF vs HWM
+1,278.2%
-1,057.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | -0.5% |
| 7D | -4.5% | +5.0% | -9.4% | -7.1% |
| 30D | -2.0% | +1.5% | -3.5% | -3.7% |
| 3M | -9.7% | -20.3% | +10.6% | -0.2% |
| 6M | +8.0% | -18.0% | +26.0% | +17.1% |
| YTD | -17.7% | +9.5% | -27.2% | -24.5% |
| 1Y | -9.3% | +7.5% | -16.8% | -16.2% |
| 3Y | +96.3% | +355.7% | -259.4% | -20.0% |
| 5Y | +37.0% | +610.2% | -573.2% | -56.2% |
| 10Y | +188.1% | +1,516.8% | -1,328.6% | -41.9% |
| All | +220.4% | +1,278.2% | -1,057.8% | -35.5% |
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