+2,538.5%
COF vs TTWO
+5,776.8%
-3,238.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | +14.8% | +1.6% | +13.2% | +14.2% |
| 6M | +15.3% | +2.1% | +13.3% | +14.4% |
| YTD | -13.0% | -15.8% | +2.8% | -10.7% |
| 1Y | -5.7% | -12.6% | +6.9% | -4.0% |
| 3Y | +118.1% | +48.2% | +69.9% | +99.6% |
| 5Y | +46.2% | +40.0% | +6.3% | +33.0% |
| 10Y | +246.1% | +404.1% | -158.1% | +136.8% |
| All | +2,538.5% | +5,776.8% | -3,238.3% | +989.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling