-5.7%
COF vs MAR
+28.2%
-33.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.2% |
| 7D | -5.1% | -0.5% | -4.6% | -4.9% |
| 30D | -6.0% | -5.4% | -0.6% | -3.7% |
| 3M | +14.8% | -15.5% | +30.3% | +24.1% |
| 6M | +15.3% | +3.0% | +12.4% | +10.9% |
| YTD | -13.0% | +8.5% | -21.6% | -18.4% |
| 1Y | -5.7% | +26.0% | -31.7% | -19.7% |
| All | -5.7% | +28.2% | -33.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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