+5,523.6%
COF vs TRV
+3,840.0%
+1,683.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -6.1% | -1.8% | -4.3% | -4.8% |
| 30D | -5.2% | -2.1% | -3.0% | -3.7% |
| 3M | +17.0% | +21.2% | -4.2% | 0.0% |
| 6M | +12.9% | +22.0% | -9.1% | -4.3% |
| YTD | -13.5% | +27.7% | -41.3% | -29.5% |
| 1Y | -5.9% | +36.6% | -42.4% | -27.2% |
| 3Y | +117.1% | +141.1% | -23.9% | +4.8% |
| 5Y | +45.4% | +157.6% | -112.2% | -34.1% |
| 10Y | +244.1% | +296.2% | -52.1% | +13.7% |
| All | +5,523.6% | +3,840.0% | +1,683.6% | +362.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling