-5.1%
COF vs PL
-0.6%
-4.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.2% | -0.9% |
| 7D | +0.7% | -11.7% | +12.4% | +1.1% |
| 30D | +5.7% | -27.1% | +32.9% | +6.7% |
| 3M | -6.7% | -44.6% | +37.9% | -5.1% |
| 6M | +9.5% | -67.2% | +76.7% | +13.0% |
| YTD | -13.9% | -35.9% | +22.0% | -14.3% |
| 1Y | -5.1% | -0.4% | -4.7% | -8.4% |
| All | -5.1% | -0.6% | -4.4% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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