+35.7%
COF vs THC
+258.4%
-222.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -3.4% | +1.0% | -4.3% | -3.6% |
| 30D | +0.4% | +5.3% | -4.9% | -1.0% |
| 3M | -12.5% | +7.1% | -19.6% | -14.2% |
| 6M | +8.3% | +46.0% | -37.7% | -1.9% |
| YTD | -18.6% | +43.9% | -62.5% | -26.6% |
| 1Y | -8.6% | +45.4% | -54.1% | -18.1% |
| 3Y | +94.7% | +421.3% | -326.6% | +15.5% |
| All | +35.7% | +258.4% | -222.7% | -14.4% |
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