+35.7%
COF vs PL
+31.5%
+4.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -3.4% | +10.0% | -13.4% | -4.5% |
| 30D | +0.4% | -2.3% | +2.6% | +0.3% |
| 3M | -12.5% | -44.2% | +31.7% | -7.2% |
| 6M | +8.3% | -66.1% | +74.4% | +20.0% |
| YTD | -18.6% | -30.0% | +11.4% | -19.7% |
| 1Y | -8.6% | +21.0% | -29.7% | -17.2% |
| 3Y | +94.7% | +516.5% | -421.8% | +24.5% |
| All | +35.7% | +31.5% | +4.2% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling