+43.2%
TER vs COF
-4.4%
+47.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.1% | -5.7% | -6.3% |
| 7D | -19.9% | +0.7% | -20.6% | -20.2% |
| 30D | -43.5% | +5.7% | -49.3% | -45.1% |
| 3M | -37.8% | -6.7% | -31.1% | -35.7% |
| 6M | -25.6% | +9.5% | -35.0% | -30.6% |
| YTD | +29.8% | -13.9% | +43.7% | +32.6% |
| 1Y | +43.2% | -5.1% | +48.2% | +33.1% |
| All | +43.2% | -4.4% | +47.6% | +33.1% |
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