+47.8%
COF vs THC
+258.2%
-210.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.3% |
| 7D | -2.7% | +4.1% | -6.7% | -3.5% |
| 30D | -3.4% | +3.5% | -6.9% | -4.2% |
| 3M | +15.4% | +61.7% | -46.3% | +2.7% |
| 6M | +14.4% | +11.8% | +2.6% | +10.5% |
| YTD | -12.0% | +35.4% | -47.4% | -19.2% |
| 1Y | -3.7% | +37.0% | -40.8% | -12.3% |
| 3Y | +121.1% | +260.1% | -139.0% | +48.3% |
| 5Y | +47.8% | +262.6% | -214.8% | -2.0% |
| All | +47.8% | +258.2% | -210.4% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling