+1.7%
TEAM vs COF
-4.6%
+6.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -5.2% | -5.1% | -0.1% | -2.9% |
| 30D | +15.8% | -6.0% | +21.8% | +19.0% |
| 3M | +101.5% | +14.8% | +86.6% | +88.5% |
| 6M | +138.2% | +15.3% | +122.8% | +121.3% |
| YTD | +10.8% | -13.0% | +23.9% | +13.5% |
| 1Y | +1.7% | -5.7% | +7.4% | -3.4% |
| All | +1.7% | -4.6% | +6.2% | -3.4% |
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