+405.1%
COF vs TRI
+499.2%
-94.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.8% |
| 7D | -6.1% | -14.4% | +8.3% | +4.6% |
| 30D | -5.2% | -8.1% | +3.0% | -0.4% |
| 3M | +17.0% | +17.5% | -0.5% | -0.6% |
| 6M | +12.9% | -5.0% | +17.9% | +8.6% |
| YTD | -13.5% | -24.7% | +11.2% | -3.8% |
| 1Y | -5.9% | -41.5% | +35.6% | +27.3% |
| 3Y | +117.1% | -20.3% | +137.5% | +113.2% |
| 5Y | +45.4% | -10.9% | +56.3% | +26.2% |
| 10Y | +244.1% | +190.6% | +53.5% | -2.8% |
| All | +405.1% | +499.2% | -94.1% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling