-5.1%
COF vs TDY
+22.9%
-28.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.6% | +0.5% |
| 7D | +0.7% | -5.0% | +5.7% | +2.5% |
| 30D | +5.7% | +2.0% | +3.7% | +4.9% |
| 3M | -6.7% | -7.7% | +1.0% | -4.2% |
| 6M | +9.5% | -0.9% | +10.4% | +9.3% |
| YTD | -13.9% | +23.7% | -37.6% | -23.1% |
| 1Y | -5.1% | +23.6% | -28.7% | -15.3% |
| All | -5.1% | +22.9% | -28.0% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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