+124.3%
COF vs P
+159.9%
-35.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.8% |
| 7D | +1.2% | +7.8% | -6.6% | +0.1% |
| 30D | -1.4% | +12.3% | -13.7% | -3.5% |
| 3M | +19.0% | +37.1% | -18.1% | +12.4% |
| 6M | +14.9% | +66.1% | -51.2% | +3.7% |
| YTD | -10.7% | +50.9% | -61.6% | -18.4% |
| 1Y | -1.3% | +27.2% | -28.5% | -8.8% |
| 3Y | +124.3% | +158.7% | -34.4% | +66.5% |
| All | +124.3% | +159.9% | -35.6% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling