+43.1%
COF vs TRV
+162.8%
-119.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.5% |
| 7D | -5.1% | +1.9% | -7.1% | -6.1% |
| 30D | -6.0% | +1.7% | -7.7% | -6.9% |
| 3M | +14.8% | +23.9% | -9.1% | +1.3% |
| 6M | +15.3% | +26.3% | -10.9% | +0.5% |
| YTD | -13.0% | +30.8% | -43.9% | -26.0% |
| 1Y | -5.7% | +36.3% | -42.0% | -21.8% |
| 3Y | +118.1% | +145.0% | -26.9% | +21.8% |
| All | +43.1% | +162.8% | -119.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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