+240.0%
COF vs TPR
+318.3%
-78.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.6% |
| 7D | -6.1% | -5.1% | -0.9% | -3.8% |
| 30D | -5.2% | -27.6% | +22.4% | +8.6% |
| 3M | +17.0% | -17.5% | +34.5% | +25.7% |
| 6M | +12.9% | -21.3% | +34.2% | +23.0% |
| YTD | -13.5% | -8.5% | -5.1% | -12.8% |
| 1Y | -5.9% | +11.5% | -17.3% | -14.4% |
| 3Y | +117.1% | +288.0% | -170.9% | +2.4% |
| 5Y | +45.4% | +225.2% | -179.8% | -28.5% |
| All | +240.0% | +318.3% | -78.2% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling