+118.1%
COF vs TROW
+11.3%
+106.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.4% |
| 7D | -5.1% | -3.2% | -2.0% | -2.9% |
| 30D | -6.0% | -4.6% | -1.4% | -2.8% |
| 3M | +14.8% | -0.7% | +15.5% | +14.4% |
| 6M | +15.3% | +22.2% | -6.9% | -1.9% |
| YTD | -13.0% | +6.6% | -19.7% | -18.2% |
| 1Y | -5.7% | +5.8% | -11.5% | -10.9% |
| 3Y | +118.1% | +11.6% | +106.5% | +102.4% |
| All | +118.1% | +11.3% | +106.8% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 3y: compounded portfolio wealth divided by compounded TROW 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…
3y analysis · Full analysis span regression · 6 months rolling