+36.8%
COF vs PAAS
+62.0%
-25.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.5% | -0.8% |
| 7D | -6.2% | +4.2% | -10.3% | -6.6% |
| 30D | -1.7% | -13.8% | +12.1% | -0.3% |
| 3M | -10.2% | -22.7% | +12.5% | -8.1% |
| 6M | +4.2% | -32.1% | +36.3% | +7.7% |
| YTD | -18.2% | -22.3% | +4.0% | -17.4% |
| 1Y | -9.7% | +7.7% | -17.4% | -12.2% |
| 3Y | +95.0% | +214.0% | -119.0% | +58.1% |
| 5Y | +36.8% | +63.2% | -26.4% | +19.0% |
| All | +36.8% | +62.0% | -25.2% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling