+99.1%
COF vs P
+190.3%
-91.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.3% | -7.9% | -2.5% |
| 7D | -5.8% | -9.6% | +3.8% | -4.8% |
| 30D | -0.3% | -33.4% | +33.1% | +4.7% |
| 3M | -8.5% | +14.2% | -22.7% | -11.6% |
| 6M | +5.6% | +31.6% | -26.0% | -1.3% |
| YTD | -17.1% | +53.5% | -70.6% | -25.1% |
| 1Y | -7.4% | +14.2% | -21.6% | -13.2% |
| 3Y | +99.1% | +190.5% | -91.4% | +53.2% |
| All | +99.1% | +190.3% | -91.3% | +53.2% |
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 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