+120.8%
COF vs TAP
-33.0%
+153.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -2.7% | -5.1% | +2.4% | -1.5% |
| 30D | -3.4% | -8.4% | +5.1% | -1.6% |
| 3M | +15.4% | -3.9% | +19.3% | +16.2% |
| 6M | +14.4% | -14.4% | +28.8% | +17.9% |
| YTD | -12.0% | -14.7% | +2.8% | -9.8% |
| 1Y | -3.7% | -18.7% | +14.9% | -0.2% |
| All | +120.8% | -33.0% | +153.8% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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