-1.5%
COF vs TE
+132.3%
-133.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +1.8% | -4.0% | +5.8% | +2.0% |
| 30D | -0.6% | -15.9% | +15.3% | 0.0% |
| 3M | +20.3% | -60.5% | +80.8% | +24.2% |
| 6M | +13.0% | -35.2% | +48.2% | +13.0% |
| YTD | -8.3% | -31.1% | +22.8% | -9.1% |
| 1Y | -1.5% | +148.6% | -150.1% | -8.3% |
| All | -1.5% | +132.3% | -133.8% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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