+100.5%
COF vs PL
+455.3%
-354.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.4% | -11.3% | -1.9% |
| 7D | -1.5% | -6.8% | +5.4% | -0.9% |
| 30D | +3.0% | -29.3% | +32.3% | +6.2% |
| 3M | -7.9% | -44.8% | +36.8% | -3.1% |
| 6M | +5.2% | -68.4% | +73.6% | +15.5% |
| YTD | -15.7% | -36.4% | +20.6% | -16.2% |
| 1Y | -5.5% | +0.7% | -6.2% | -12.1% |
| 3Y | +100.5% | +455.3% | -354.8% | +27.6% |
| All | +100.5% | +455.3% | -354.8% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling