-1.5%
COF vs PBR
+70.4%
-71.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.8% |
| 7D | +1.8% | +8.6% | -6.8% | +3.8% |
| 30D | -0.6% | +12.8% | -13.4% | +2.3% |
| 3M | +20.3% | +14.7% | +5.6% | +24.7% |
| 6M | +13.0% | +25.2% | -12.2% | +17.1% |
| YTD | -8.3% | +77.1% | -85.5% | -5.6% |
| 1Y | -1.5% | +69.6% | -71.0% | +0.3% |
| All | -1.5% | +70.4% | -71.9% | +0.3% |
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