-0.2%
COF vs Q
+71.3%
-71.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +1.8% | +0.2% | +1.6% | +1.8% |
| 30D | -0.6% | -11.1% | +10.6% | +1.4% |
| 3M | +20.3% | -22.1% | +42.4% | +24.7% |
| 6M | +13.0% | +0.5% | +12.5% | +8.1% |
| YTD | -8.3% | +47.8% | -56.1% | -21.2% |
| All | -0.2% | +71.3% | -71.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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