-7.5%
T vs COF
-4.6%
-2.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.0% |
| 7D | +1.5% | -5.1% | +6.6% | +1.1% |
| 30D | +7.5% | -6.0% | +13.5% | +7.0% |
| 3M | +14.8% | +14.8% | 0.0% | +16.5% |
| 6M | -1.7% | +15.3% | -17.1% | -0.2% |
| YTD | +8.7% | -13.0% | +21.7% | +9.2% |
| 1Y | -7.5% | -5.7% | -1.8% | -9.0% |
| All | -7.5% | -4.6% | -2.9% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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