+120.8%
COF vs IR
+5.7%
+115.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.3% |
| 7D | -2.7% | -1.9% | -0.8% | -1.6% |
| 30D | -3.4% | -15.0% | +11.7% | +6.0% |
| 3M | +15.4% | -0.4% | +15.8% | +15.2% |
| 6M | +14.4% | -15.0% | +29.5% | +24.3% |
| YTD | -12.0% | -7.1% | -4.9% | -9.9% |
| 1Y | -3.7% | -7.5% | +3.8% | -1.6% |
| All | +120.8% | +5.7% | +115.1% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling