-3.7%
COF vs PAAS
+48.5%
-52.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.2% | -1.7% |
| 7D | -2.7% | +2.6% | -5.3% | -2.8% |
| 30D | -3.4% | +2.5% | -5.8% | -3.6% |
| 3M | +15.4% | +15.1% | +0.3% | +14.0% |
| 6M | +14.4% | -12.1% | +26.5% | +13.9% |
| YTD | -12.0% | +3.1% | -15.0% | -12.8% |
| 1Y | -3.7% | +50.8% | -54.6% | -7.3% |
| All | -3.7% | +48.5% | -52.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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