+175.7%
COF vs TPR
+364.3%
-188.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | +0.4% | +15.1% | -14.7% | -6.3% |
| 3M | -12.5% | +3.5% | -16.1% | -14.5% |
| 6M | +8.3% | +0.4% | +7.9% | +5.5% |
| YTD | -18.6% | +4.6% | -23.2% | -23.2% |
| 1Y | -8.6% | +33.1% | -41.7% | -23.3% |
| 3Y | +94.7% | +396.0% | -301.3% | -18.4% |
| 5Y | +35.3% | +230.3% | -194.9% | -33.6% |
| All | +175.7% | +364.3% | -188.6% | -10.7% |
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 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