+43.1%
COF vs TRI
-10.0%
+53.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | -5.1% | -7.9% | +2.7% | -3.3% |
| 30D | -6.0% | -4.5% | -1.5% | -5.2% |
| 3M | +14.8% | +22.1% | -7.3% | +7.9% |
| 6M | +15.3% | -2.8% | +18.1% | +14.8% |
| YTD | -13.0% | -23.4% | +10.4% | -7.4% |
| 1Y | -5.7% | -41.5% | +35.8% | +10.4% |
| 3Y | +118.1% | -19.2% | +137.3% | +109.8% |
| All | +43.1% | -10.0% | +53.1% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling