+95.0%
COF vs PAAS
+206.7%
-111.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.5% | -0.9% |
| 7D | -6.2% | +4.2% | -10.3% | -6.5% |
| 30D | -1.7% | -13.8% | +12.1% | -0.6% |
| 3M | -10.2% | -22.7% | +12.5% | -8.6% |
| 6M | +4.2% | -32.1% | +36.3% | +6.6% |
| YTD | -18.2% | -22.3% | +4.0% | -17.5% |
| 1Y | -9.7% | +7.7% | -17.4% | -11.1% |
| 3Y | +95.0% | +214.0% | -119.0% | +67.4% |
| All | +95.0% | +206.7% | -111.6% | +67.4% |
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