-5.7%
COF vs WY
-9.1%
+3.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -5.1% | -4.2% | -1.0% | -4.1% |
| 30D | -6.0% | -10.1% | +4.1% | -3.4% |
| 3M | +14.8% | -8.5% | +23.3% | +17.2% |
| 6M | +15.3% | -3.3% | +18.7% | +16.5% |
| YTD | -13.0% | -4.4% | -8.7% | -12.4% |
| 1Y | -5.7% | -11.5% | +5.8% | -5.6% |
| All | -5.7% | -9.1% | +3.3% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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