+41.7%
COF vs PL
+20.8%
+21.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.4% | -11.3% | -2.1% |
| 7D | -1.5% | -6.8% | +5.4% | -0.8% |
| 30D | +3.0% | -29.3% | +32.3% | +6.8% |
| 3M | -7.9% | -44.8% | +36.8% | -2.1% |
| 6M | +5.2% | -68.4% | +73.6% | +17.4% |
| YTD | -15.7% | -36.4% | +20.6% | -15.9% |
| 1Y | -5.5% | +0.7% | -6.2% | -12.3% |
| 3Y | +100.5% | +455.3% | -354.8% | +29.9% |
| All | +41.7% | +20.8% | +21.0% | +0.4% |
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 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