-1.3%
COF vs PR
+74.4%
-75.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.4% |
| 7D | +1.2% | -0.6% | +1.8% | +1.1% |
| 30D | -1.4% | +17.4% | -18.8% | +1.2% |
| 3M | +19.0% | +21.8% | -2.7% | +23.1% |
| 6M | +14.9% | +27.6% | -12.7% | +17.2% |
| YTD | -10.7% | +71.4% | -82.1% | -10.6% |
| 1Y | -1.3% | +78.3% | -79.6% | -2.3% |
| All | -1.3% | +74.4% | -75.7% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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