+8.9%
CRCL vs COF
+9.8%
-0.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.2% |
| 7D | -11.2% | -5.1% | -6.1% | -7.2% |
| 30D | +27.1% | -6.0% | +33.1% | +33.3% |
| 3M | +9.6% | +14.8% | -5.2% | -4.2% |
| 6M | -19.7% | +15.3% | -35.0% | -31.2% |
| YTD | +14.2% | -13.0% | +27.3% | +28.4% |
| 1Y | -32.2% | -5.7% | -26.5% | -29.8% |
| All | +8.9% | +9.8% | -0.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 all: compounded portfolio wealth divided by compounded COF 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…
all analysis · Full analysis span regression · 6 months rolling