-5.1%
COF vs PBR
+74.7%
-79.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +5.8% | -2.6% |
| 7D | +0.7% | -11.0% | +11.7% | -1.6% |
| 30D | +5.7% | -18.8% | +24.5% | +1.8% |
| 3M | -6.7% | +7.8% | -14.5% | -2.7% |
| 6M | +9.5% | -7.6% | +17.1% | +11.3% |
| YTD | -13.9% | +72.7% | -86.5% | -2.8% |
| 1Y | -5.1% | +72.9% | -78.0% | +7.1% |
| All | -5.1% | +74.7% | -79.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling