-5.9%
COF vs M
+25.2%
-31.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -0.3% |
| 7D | -6.1% | -8.8% | +2.7% | -3.3% |
| 30D | -5.2% | -16.4% | +11.2% | +0.2% |
| 3M | +17.0% | -10.8% | +27.8% | +20.6% |
| 6M | +12.9% | +16.1% | -3.2% | +5.3% |
| YTD | -13.5% | -5.3% | -8.3% | -12.8% |
| 1Y | -5.9% | +24.9% | -30.7% | -15.1% |
| All | -5.9% | +25.2% | -31.0% | -15.1% |
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