+1,083.9%
COF vs MAR
+2,439.3%
-1,355.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.0% |
| 7D | +1.2% | -1.7% | +3.0% | +2.5% |
| 30D | -1.4% | -6.9% | +5.5% | +3.5% |
| 3M | +19.0% | -15.8% | +34.9% | +32.8% |
| 6M | +14.9% | +1.9% | +12.9% | +12.0% |
| YTD | -10.7% | +6.6% | -17.3% | -15.8% |
| 1Y | -1.3% | +23.7% | -25.0% | -16.4% |
| 3Y | +124.3% | +64.6% | +59.7% | +55.5% |
| 5Y | +51.1% | +156.4% | -105.2% | -24.4% |
| 10Y | +252.4% | +415.4% | -163.0% | +2.2% |
| All | +1,083.9% | +2,439.3% | -1,355.4% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling