-7.0%
COF vs PR
+68.0%
-74.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -0.6% |
| 7D | -1.5% | -16.4% | +15.0% | -4.7% |
| 30D | +3.0% | -1.9% | +4.9% | +2.9% |
| 3M | -7.9% | +8.0% | -15.9% | -5.7% |
| 6M | +5.2% | +4.1% | +1.1% | +8.2% |
| YTD | -15.7% | +58.7% | -74.4% | -14.3% |
| All | -7.0% | +68.0% | -74.9% | -5.1% |
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