+47.8%
COF vs PAAS
+122.5%
-74.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.2% | -1.8% |
| 7D | -2.7% | +2.6% | -5.3% | -2.9% |
| 30D | -3.4% | +2.5% | -5.8% | -3.8% |
| 3M | +15.4% | +15.1% | +0.3% | +13.4% |
| 6M | +14.4% | -12.1% | +26.5% | +15.0% |
| YTD | -12.0% | +3.1% | -15.0% | -13.5% |
| 1Y | -3.7% | +50.8% | -54.6% | -9.8% |
| 3Y | +121.1% | +259.5% | -138.4% | +78.6% |
| 5Y | +47.8% | +126.3% | -78.5% | +22.0% |
| All | +47.8% | +122.5% | -74.7% | +22.0% |
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