+417.1%
COF vs PBR
+1,916.3%
-1,499.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.5% |
| 7D | -6.1% | +4.2% | -10.3% | -7.4% |
| 30D | -5.2% | +22.7% | -27.9% | -11.4% |
| 3M | +17.0% | +21.5% | -4.5% | +9.0% |
| 6M | +12.9% | +24.0% | -11.1% | +3.4% |
| YTD | -13.5% | +88.2% | -101.8% | -31.3% |
| 1Y | -5.9% | +74.8% | -80.7% | -23.6% |
| 3Y | +117.1% | +105.1% | +12.0% | +63.2% |
| 5Y | +45.4% | +572.2% | -526.9% | -31.0% |
| 10Y | +244.1% | +692.7% | -448.7% | +31.9% |
| All | +417.1% | +1,916.3% | -1,499.3% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling