+242.0%
COF vs TRI
+196.2%
+45.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | -5.1% | -7.9% | +2.7% | -2.1% |
| 30D | -6.0% | -4.5% | -1.5% | -4.8% |
| 3M | +14.8% | +22.1% | -7.3% | +3.7% |
| 6M | +15.3% | -2.8% | +18.1% | +13.4% |
| YTD | -13.0% | -23.4% | +10.4% | -5.4% |
| 1Y | -5.7% | -41.5% | +35.8% | +17.6% |
| 3Y | +118.1% | -19.2% | +137.3% | +115.4% |
| 5Y | +46.2% | -9.4% | +55.6% | +31.4% |
| All | +242.0% | +196.2% | +45.8% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling