+51.1%
COF vs TPR
+230.0%
-178.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.2% | -1.1% |
| 7D | +1.2% | -3.4% | +4.6% | +2.7% |
| 30D | -1.4% | -27.3% | +25.9% | +11.1% |
| 3M | +19.0% | -16.2% | +35.3% | +26.0% |
| 6M | +14.9% | -17.9% | +32.8% | +21.7% |
| YTD | -10.7% | -7.1% | -3.6% | -10.6% |
| 1Y | -1.3% | +13.6% | -14.9% | -10.4% |
| 3Y | +124.3% | +293.7% | -169.4% | +9.6% |
| 5Y | +51.1% | +239.1% | -188.0% | -22.8% |
| All | +51.1% | +230.0% | -178.8% | -22.8% |
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