+310.4%
COF vs TPR
+8,009.8%
-7,699.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.5% |
| 3M | -12.5% | +3.5% | -16.1% | -14.6% |
| 6M | +8.3% | +0.4% | +7.9% | +5.5% |
| YTD | -18.6% | +4.6% | -23.2% | -23.3% |
| 1Y | -8.6% | +33.1% | -41.7% | -23.5% |
| 3Y | +94.7% | +396.0% | -301.3% | -18.5% |
| 5Y | +35.3% | +230.3% | -194.9% | -33.9% |
| 10Y | +185.1% | +368.4% | -183.3% | -0.4% |
| All | +310.4% | +8,009.8% | -7,699.4% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling