-6.2%
COF vs W
+9.5%
-15.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.3% |
| 7D | -6.1% | +0.5% | -6.6% | -6.2% |
| 30D | -5.2% | -5.6% | +0.4% | -4.3% |
| 3M | +17.0% | +41.9% | -24.9% | +7.7% |
| 6M | +12.9% | +30.2% | -17.3% | +4.6% |
| YTD | -13.5% | -2.9% | -10.6% | -17.2% |
| All | -6.2% | +9.5% | -15.7% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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