+251.6%
COF vs PSKY
-42.6%
+294.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | +1.2% | +2.4% | -1.1% | +0.2% |
| 30D | -1.4% | +17.5% | -18.9% | -8.2% |
| 3M | +19.0% | +4.4% | +14.6% | +15.8% |
| 6M | +14.9% | -9.0% | +23.9% | +16.9% |
| YTD | -10.7% | -18.6% | +7.9% | -7.1% |
| 1Y | -1.3% | -27.7% | +26.4% | +4.9% |
| 3Y | +124.3% | -16.9% | +141.2% | +86.6% |
| 5Y | +51.1% | -70.3% | +121.4% | +90.8% |
| 10Y | +252.4% | -74.9% | +327.3% | +268.5% |
| All | +251.6% | -42.6% | +294.2% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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