+12.8%
TEAM vs COF
+0.3%
+12.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -0.4% | +1.8% | -2.3% | -1.2% |
| 30D | +67.3% | -0.6% | +67.9% | +67.5% |
| 3M | +86.8% | +20.3% | +66.5% | +71.2% |
| 6M | +146.8% | +13.0% | +133.8% | +131.3% |
| YTD | +16.9% | -8.3% | +25.3% | +16.8% |
| 1Y | +12.8% | -1.5% | +14.3% | +5.4% |
| All | +12.8% | +0.3% | +12.5% | +5.4% |
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