-5.7%
COF vs TGT
+78.4%
-84.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -5.1% | -5.2% | +0.1% | -3.7% |
| 30D | -6.0% | +1.2% | -7.2% | -6.5% |
| 3M | +14.8% | +18.4% | -3.6% | +9.3% |
| 6M | +15.3% | +33.4% | -18.1% | +4.6% |
| YTD | -13.0% | +63.8% | -76.9% | -26.7% |
| 1Y | -5.7% | +77.2% | -82.9% | -25.5% |
| All | -5.7% | +78.4% | -84.1% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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