-2.3%
COF vs PLD
+26.2%
-28.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.9% |
| 7D | +1.2% | -0.9% | +2.1% | +1.5% |
| 30D | -1.4% | -1.2% | -0.2% | -1.0% |
| 3M | +19.0% | -2.3% | +21.3% | +19.6% |
| 6M | +14.9% | +4.5% | +10.4% | +11.6% |
| YTD | -10.7% | +10.1% | -20.8% | -14.8% |
| All | -2.3% | +26.2% | -28.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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