+14.0%
COF vs MULL
+2,366.2%
-2,352.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.3% | +7.6% | -1.1% |
| 7D | -6.1% | +3.6% | -9.7% | -6.4% |
| 30D | -5.2% | +22.0% | -27.2% | -6.9% |
| 3M | +17.0% | -8.6% | +25.6% | +13.4% |
| 6M | +12.9% | +248.5% | -235.6% | -9.7% |
| YTD | -13.5% | +516.3% | -529.8% | -37.4% |
| 1Y | -5.9% | +2,036.6% | -2,042.5% | -46.2% |
| All | +14.0% | +2,366.2% | -2,352.2% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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