+5,523.6%
COF vs TROW
+5,962.3%
-438.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -6.1% | -3.0% | -3.1% | -4.1% |
| 30D | -5.2% | -5.5% | +0.3% | -1.6% |
| 3M | +17.0% | +2.3% | +14.7% | +14.6% |
| 6M | +12.9% | +23.9% | -11.0% | -2.8% |
| YTD | -13.5% | +7.9% | -21.4% | -18.4% |
| 1Y | -5.9% | +6.1% | -12.0% | -10.2% |
| 3Y | +117.1% | +13.8% | +103.3% | +95.8% |
| 5Y | +45.4% | -38.2% | +83.6% | +91.3% |
| 10Y | +244.1% | +131.3% | +112.8% | +88.4% |
| All | +5,523.6% | +5,962.3% | -438.7% | +789.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling