+188.1%
COF vs TPR
+378.8%
-190.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.4% |
| 7D | -4.5% | +6.4% | -10.9% | -7.4% |
| 30D | -2.0% | +13.8% | -15.8% | -8.0% |
| 3M | -9.7% | -16.6% | +6.9% | -3.6% |
| 6M | +8.0% | +0.7% | +7.3% | +5.1% |
| YTD | -17.7% | +5.3% | -23.1% | -22.6% |
| 1Y | -9.3% | +32.4% | -41.7% | -23.6% |
| 3Y | +96.3% | +406.4% | -310.1% | -18.6% |
| 5Y | +37.0% | +227.9% | -190.9% | -32.6% |
| 10Y | +188.1% | +371.7% | -183.6% | -8.2% |
| All | +188.1% | +378.8% | -190.7% | -8.2% |
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