+5,523.6%
COF vs TGT
+4,203.2%
+1,320.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.2% |
| 7D | -6.1% | -5.0% | -1.0% | -3.5% |
| 30D | -5.2% | +3.0% | -8.2% | -6.9% |
| 3M | +17.0% | +22.6% | -5.6% | +4.1% |
| 6M | +12.9% | +31.2% | -18.3% | -3.6% |
| YTD | -13.5% | +63.7% | -77.2% | -34.6% |
| 1Y | -5.9% | +78.5% | -84.4% | -32.4% |
| 3Y | +117.1% | +40.5% | +76.6% | +63.9% |
| 5Y | +45.4% | -25.6% | +71.0% | +47.0% |
| 10Y | +244.1% | +204.7% | +39.4% | +38.8% |
| All | +5,523.6% | +4,203.2% | +1,320.4% | +604.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling