-5.1%
COF vs P
+19.7%
-24.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.8% | -0.8% |
| 7D | +0.7% | -19.4% | +20.1% | +2.1% |
| 30D | +5.7% | -22.3% | +28.0% | +7.3% |
| 3M | -6.7% | +33.2% | -39.9% | -9.1% |
| 6M | +9.5% | +53.6% | -44.2% | +4.7% |
| YTD | -13.9% | +66.8% | -80.7% | -18.2% |
| 1Y | -5.1% | +17.5% | -22.6% | -9.2% |
| All | -5.1% | +19.7% | -24.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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