+116.9%
COF vs PODD
-23.0%
+139.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.4% |
| 7D | -6.1% | -10.6% | +4.5% | -4.5% |
| 30D | -5.2% | -6.9% | +1.8% | -4.1% |
| 3M | +17.0% | -10.6% | +27.6% | +18.3% |
| 6M | +12.9% | -43.5% | +56.4% | +22.8% |
| YTD | -13.5% | -52.6% | +39.1% | -3.1% |
| 1Y | -5.9% | -60.1% | +54.2% | +8.2% |
| All | +116.9% | -23.0% | +139.9% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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