+120.8%
COF vs M
+106.8%
+14.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.7% | -0.4% |
| 7D | -2.7% | -4.1% | +1.4% | -1.7% |
| 30D | -3.4% | -13.6% | +10.3% | 0.0% |
| 3M | +15.4% | -2.3% | +17.7% | +15.6% |
| 6M | +14.4% | +21.9% | -7.5% | +8.4% |
| YTD | -12.0% | -0.6% | -11.4% | -12.6% |
| 1Y | -3.7% | +29.7% | -33.5% | -10.2% |
| All | +120.8% | +106.8% | +14.1% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling