+740.1%
TEAM vs COF
+239.6%
+500.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.6% | -4.4% | -6.1% |
| 7D | -5.7% | +1.2% | -6.9% | -6.0% |
| 30D | +18.3% | -1.4% | +19.7% | +18.9% |
| 3M | +80.2% | +19.0% | +61.2% | +69.6% |
| 6M | +111.0% | +14.9% | +96.1% | +100.6% |
| YTD | +8.8% | -10.7% | +19.5% | +12.2% |
| 1Y | +2.2% | -1.3% | +3.4% | +1.7% |
| 3Y | -14.6% | +124.3% | -138.9% | -34.4% |
| 5Y | -53.8% | +51.1% | -104.9% | -61.5% |
| 10Y | +475.2% | +252.4% | +222.9% | +265.1% |
| All | +740.1% | +239.6% | +500.5% | +474.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling