+116.9%
COF vs IRM
+98.2%
+18.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | -6.1% | -1.8% | -4.3% | -5.6% |
| 30D | -5.2% | -7.8% | +2.6% | -3.2% |
| 3M | +17.0% | -7.9% | +24.9% | +19.2% |
| 6M | +12.9% | +6.3% | +6.6% | +10.1% |
| YTD | -13.5% | +38.2% | -51.7% | -22.3% |
| 1Y | -5.9% | +19.8% | -25.7% | -12.1% |
| All | +116.9% | +98.2% | +18.7% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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