-9.7%
COF vs PR
+67.7%
-77.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.2% |
| 7D | -6.2% | -9.5% | +3.3% | -7.9% |
| 30D | -1.7% | -5.7% | +4.0% | -2.6% |
| 3M | -10.2% | +3.0% | -13.2% | -9.1% |
| 6M | +4.2% | +11.8% | -7.6% | +8.0% |
| YTD | -18.2% | +58.5% | -76.7% | -16.8% |
| 1Y | -9.7% | +69.9% | -79.6% | -8.0% |
| All | -9.7% | +67.7% | -77.5% | -8.0% |
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