+11.8%
CRM vs COF
+116.3%
-104.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.8% |
| 7D | -4.4% | -5.1% | +0.7% | -2.8% |
| 30D | +28.1% | -6.0% | +34.2% | +30.6% |
| 3M | +48.8% | +14.8% | +34.0% | +42.0% |
| 6M | +28.3% | +15.3% | +12.9% | +21.7% |
| YTD | -6.0% | -13.0% | +7.0% | -2.3% |
| 1Y | +1.4% | -5.7% | +7.1% | +2.3% |
| 3Y | +11.8% | +118.1% | -106.3% | -10.6% |
| All | +11.8% | +116.3% | -104.4% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling