-16.1%
TEAM vs COF
+115.1%
-131.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.9% |
| 7D | -7.8% | -6.1% | -1.7% | -4.7% |
| 30D | +16.5% | -5.2% | +21.7% | +19.6% |
| 3M | +96.2% | +17.0% | +79.2% | +80.0% |
| 6M | +130.2% | +12.9% | +117.3% | +114.4% |
| YTD | +10.7% | -13.5% | +24.3% | +17.5% |
| 1Y | +3.0% | -5.9% | +8.9% | +4.1% |
| All | -16.1% | +115.1% | -131.2% | -41.5% |
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