+3,962.2%
COF vs PAAS
+881.3%
+3,080.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.5% |
| 7D | -5.0% | -7.0% | +2.0% | -4.5% |
| 30D | -2.3% | -15.3% | +13.0% | -1.1% |
| 3M | -12.7% | -27.7% | +15.1% | -10.8% |
| 6M | +6.2% | -40.5% | +46.7% | +9.8% |
| YTD | -19.2% | -26.5% | +7.3% | -18.1% |
| 1Y | -11.5% | -0.8% | -10.7% | -12.4% |
| 3Y | +92.8% | +196.9% | -104.1% | +73.2% |
| 5Y | +34.3% | +49.2% | -14.8% | +25.2% |
| 10Y | +183.0% | +199.4% | -16.4% | +141.9% |
| All | +3,962.2% | +881.3% | +3,080.9% | +3,463.7% |
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 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