+5,555.9%
COF vs TEVA
+1,450.8%
+4,105.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.5% | 0.0% |
| 7D | -5.1% | +2.0% | -7.2% | -5.7% |
| 30D | -6.0% | +1.0% | -7.0% | -6.3% |
| 3M | +14.8% | +7.3% | +7.5% | +11.9% |
| 6M | +15.3% | +21.7% | -6.4% | +7.8% |
| YTD | -13.0% | +18.8% | -31.9% | -18.3% |
| 1Y | -5.7% | +86.5% | -92.2% | -23.3% |
| 3Y | +118.1% | +269.4% | -151.3% | +36.3% |
| 5Y | +46.2% | +303.6% | -257.4% | -14.4% |
| 10Y | +246.1% | -22.9% | +269.0% | +190.5% |
| All | +5,555.9% | +1,450.8% | +4,105.1% | +2,241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling