-3.7%
COF vs TPR
+9.9%
-13.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | -0.7% |
| 7D | -2.7% | -7.3% | +4.7% | -0.9% |
| 30D | -3.4% | -30.7% | +27.4% | +5.2% |
| 3M | +15.4% | -21.6% | +37.0% | +20.9% |
| 6M | +14.4% | -21.3% | +35.7% | +19.0% |
| YTD | -12.0% | -10.2% | -1.8% | -9.9% |
| 1Y | -3.7% | +9.5% | -13.3% | -5.6% |
| All | -3.7% | +9.9% | -13.6% | -5.6% |
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