+130.2%
COF vs RF
+92.1%
+38.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.8% | +1.3% | +0.5% | +0.8% |
| 30D | -0.6% | -3.6% | +3.0% | +2.4% |
| 3M | +20.3% | +8.1% | +12.2% | +12.9% |
| 6M | +13.0% | +11.5% | +1.5% | +3.3% |
| YTD | -8.3% | +15.6% | -23.9% | -18.2% |
| 1Y | -1.5% | +15.7% | -17.1% | -12.3% |
| All | +130.2% | +92.1% | +38.2% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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