+242.0%
COF vs TTWO
+406.5%
-164.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | -6.0% | -11.3% | +5.3% | -3.6% |
| 3M | +14.8% | +1.6% | +13.2% | +14.0% |
| 6M | +15.3% | +2.1% | +13.3% | +14.2% |
| YTD | -13.0% | -15.8% | +2.8% | -10.4% |
| 1Y | -5.7% | -12.6% | +6.9% | -3.8% |
| 3Y | +118.1% | +48.2% | +69.9% | +96.6% |
| 5Y | +46.2% | +40.0% | +6.3% | +29.2% |
| All | +242.0% | +406.5% | -164.5% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling