+36.8%
COF vs TPR
+268.5%
-231.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.2% |
| 7D | -6.2% | +12.1% | -18.2% | -10.5% |
| 30D | -1.7% | +16.7% | -18.4% | -7.9% |
| 3M | -10.2% | -17.4% | +7.1% | -4.4% |
| 6M | +4.2% | +2.3% | +1.9% | +1.0% |
| YTD | -18.2% | +7.1% | -25.4% | -23.1% |
| 1Y | -9.7% | +29.5% | -39.2% | -22.0% |
| 3Y | +95.0% | +415.0% | -320.0% | -15.1% |
| 5Y | +36.8% | +261.5% | -224.6% | -30.9% |
| All | +36.8% | +268.5% | -231.6% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling