+362.0%
COF vs TPR
+7,380.8%
-7,018.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | -2.3% | +4.1% | +3.0% |
| 30D | -0.6% | -23.0% | +22.4% | +11.0% |
| 3M | +20.3% | -12.5% | +32.8% | +26.1% |
| 6M | +13.0% | -21.4% | +34.4% | +23.5% |
| YTD | -8.3% | -3.5% | -4.8% | -9.7% |
| 1Y | -1.5% | +17.4% | -18.8% | -12.5% |
| 3Y | +122.3% | +291.3% | -169.0% | +4.8% |
| 5Y | +52.5% | +241.9% | -189.4% | -26.7% |
| 10Y | +264.9% | +322.7% | -57.8% | +34.5% |
| All | +362.0% | +7,380.8% | -7,018.8% | -39.8% |
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 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