+224.3%
COF vs IR
+288.5%
-64.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.2% |
| 7D | +1.8% | -2.8% | +4.6% | +3.6% |
| 30D | -0.6% | -15.1% | +14.6% | +9.7% |
| 3M | +20.3% | +6.1% | +14.2% | +15.6% |
| 6M | +13.0% | -16.8% | +29.8% | +25.0% |
| YTD | -8.3% | -3.5% | -4.8% | -7.9% |
| 1Y | -1.5% | -3.5% | +2.0% | -1.5% |
| 3Y | +122.3% | +9.5% | +112.8% | +100.9% |
| 5Y | +52.5% | +45.1% | +7.4% | +14.6% |
| All | +224.3% | +288.5% | -64.2% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling