+240.8%
COF vs PR
+152.6%
+88.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -1.5% | -16.4% | +15.0% | +1.2% |
| 30D | +3.0% | -1.9% | +4.9% | +3.2% |
| 3M | -7.9% | +8.0% | -15.9% | -9.4% |
| 6M | +5.2% | +4.1% | +1.1% | +3.7% |
| YTD | -15.7% | +58.7% | -74.4% | -22.8% |
| 1Y | -5.5% | +75.8% | -81.3% | -14.9% |
| 3Y | +100.5% | +73.2% | +27.4% | +79.7% |
| 5Y | +42.3% | +230.1% | -187.8% | +12.1% |
| 10Y | +228.7% | +67.4% | +161.4% | +119.5% |
| All | +240.8% | +152.6% | +88.3% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling