-5.1%
COF vs TPR
+20.9%
-25.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -2.0% |
| 7D | +0.7% | +12.6% | -12.0% | -2.2% |
| 30D | +5.7% | +7.1% | -1.4% | +3.8% |
| 3M | -6.7% | -19.4% | +12.7% | -2.7% |
| 6M | +9.5% | -9.7% | +19.2% | +9.4% |
| YTD | -13.9% | -1.0% | -12.9% | -13.5% |
| 1Y | -5.1% | +19.3% | -24.4% | -8.7% |
| All | -5.1% | +20.9% | -25.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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