+4,507.7%
COF vs PAAS
+1,235.6%
+3,272.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.2% |
| 7D | +1.8% | -2.9% | +4.7% | +2.0% |
| 30D | -0.6% | +6.8% | -7.4% | -1.2% |
| 3M | +20.3% | -2.9% | +23.2% | +20.3% |
| 6M | +13.0% | -16.4% | +29.4% | +13.9% |
| YTD | -8.3% | 0.0% | -8.4% | -9.1% |
| 1Y | -1.5% | +54.3% | -55.8% | -5.7% |
| 3Y | +122.3% | +230.7% | -108.4% | +98.1% |
| 5Y | +52.5% | +111.6% | -59.1% | +38.6% |
| 10Y | +264.9% | +211.7% | +53.2% | +210.4% |
| All | +4,507.7% | +1,235.6% | +3,272.1% | +3,857.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling