+102.9%
T vs COF
+119.0%
-16.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.7% |
| 7D | -3.1% | -2.7% | -0.4% | -3.0% |
| 30D | +4.6% | -3.4% | +7.9% | +4.6% |
| 3M | +12.2% | +15.4% | -3.2% | +12.0% |
| 6M | -6.5% | +14.4% | -20.9% | -6.7% |
| YTD | +4.9% | -12.0% | +16.9% | +5.6% |
| 1Y | -10.5% | -3.7% | -6.7% | -10.3% |
| All | +102.9% | +119.0% | -16.1% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling