+173.6%
COF vs THC
+1,818.8%
-1,645.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | -5.0% | +0.1% | -5.2% | -5.1% |
| 30D | -2.3% | +7.5% | -9.7% | -4.4% |
| 3M | -12.7% | +7.5% | -20.2% | -14.7% |
| 6M | +6.2% | +46.4% | -40.2% | -5.4% |
| YTD | -19.2% | +44.4% | -63.5% | -28.4% |
| 1Y | -11.5% | +43.4% | -54.9% | -21.7% |
| 3Y | +92.8% | +433.3% | -340.5% | +12.5% |
| 5Y | +34.3% | +262.5% | -228.2% | -17.1% |
| All | +173.6% | +1,818.8% | -1,645.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling