-11.4%
COF vs Q
+68.3%
-79.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.3% |
| 7D | -3.4% | +1.2% | -4.5% | -3.6% |
| 30D | +0.4% | -2.7% | +3.1% | +0.6% |
| 3M | -12.5% | -16.9% | +4.4% | -10.1% |
| 6M | +8.3% | -26.9% | +35.2% | +13.0% |
| YTD | -18.6% | +45.2% | -63.8% | -30.1% |
| 1Y | -8.6% | +38.1% | -46.8% | -21.1% |
| All | -11.4% | +68.3% | -79.7% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling