+124.3%
COF vs PL
+518.4%
-394.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.4% |
| 7D | +1.2% | -7.5% | +8.8% | +2.0% |
| 30D | -1.4% | -25.6% | +24.2% | +1.4% |
| 3M | +19.0% | -45.6% | +64.6% | +25.6% |
| 6M | +14.9% | -29.5% | +44.4% | +15.2% |
| YTD | -10.7% | -9.7% | -1.0% | -13.9% |
| 1Y | -1.3% | +84.4% | -85.6% | -14.4% |
| 3Y | +124.3% | +550.0% | -425.7% | +41.4% |
| All | +124.3% | +518.4% | -394.1% | +41.4% |
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 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