-11.5%
COF vs M
+22.4%
-33.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | -5.0% | +0.6% | -5.6% | -5.3% |
| 30D | -2.3% | +7.0% | -9.2% | -4.6% |
| 3M | -12.7% | +3.1% | -15.8% | -13.9% |
| 6M | +6.2% | +33.5% | -27.3% | -5.5% |
| YTD | -19.2% | +13.4% | -32.6% | -22.8% |
| 1Y | -11.5% | +22.4% | -33.9% | -18.7% |
| All | -11.5% | +22.4% | -33.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling