-5.7%
COF vs TXT
0.0%
-5.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.3% |
| 7D | -5.1% | +2.5% | -7.6% | -6.0% |
| 30D | -6.0% | -8.9% | +2.8% | -2.8% |
| 3M | +14.8% | -13.6% | +28.4% | +20.4% |
| 6M | +15.3% | -13.1% | +28.4% | +20.0% |
| YTD | -13.0% | -7.0% | -6.0% | -12.8% |
| 1Y | -5.7% | -1.4% | -4.3% | -8.6% |
| All | -5.7% | 0.0% | -5.7% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling