+124.3%
COF vs PAAS
+247.3%
-122.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | +1.2% | +2.0% | -0.8% | +1.1% |
| 30D | -1.4% | -0.1% | -1.3% | -1.5% |
| 3M | +19.0% | +8.2% | +10.8% | +18.0% |
| 6M | +14.9% | -13.8% | +28.7% | +15.3% |
| YTD | -10.7% | -0.6% | -10.0% | -11.5% |
| 1Y | -1.3% | +44.0% | -45.3% | -5.3% |
| 3Y | +124.3% | +246.6% | -122.3% | +94.7% |
| All | +124.3% | +247.3% | -122.9% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling