+94.7%
COF vs ROL
+5.9%
+88.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.5% |
| 7D | -3.4% | +3.0% | -6.3% | -3.7% |
| 30D | +0.4% | +19.8% | -19.4% | -1.8% |
| 3M | -12.5% | +7.9% | -20.4% | -13.4% |
| 6M | +8.3% | -25.6% | +33.9% | +12.7% |
| YTD | -18.6% | -34.1% | +15.6% | -13.7% |
| 1Y | -8.6% | -31.4% | +22.8% | -3.8% |
| 3Y | +94.7% | +4.7% | +90.0% | +102.4% |
| All | +94.7% | +5.9% | +88.8% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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