+43.1%
COF vs TEVA
+300.5%
-257.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.5% | +0.1% |
| 7D | -5.1% | +2.0% | -7.2% | -5.6% |
| 30D | -6.0% | +1.0% | -7.0% | -6.3% |
| 3M | +14.8% | +7.3% | +7.5% | +12.6% |
| 6M | +15.3% | +21.7% | -6.4% | +9.6% |
| YTD | -13.0% | +18.8% | -31.9% | -17.1% |
| 1Y | -5.7% | +86.5% | -92.2% | -19.4% |
| 3Y | +118.1% | +269.4% | -151.3% | +44.3% |
| All | +43.1% | +300.5% | -257.4% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 5y: compounded portfolio wealth divided by compounded TEVA 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…
5y analysis · Full analysis span regression · 6 months rolling