+214.8%
TER vs COF
-5.2%
+220.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.7% |
| 7D | +9.4% | -6.1% | +15.4% | +12.4% |
| 30D | -2.4% | -5.2% | +2.7% | -0.3% |
| 3M | +6.5% | +17.0% | -10.5% | -3.0% |
| 6M | +23.2% | +12.9% | +10.3% | +14.0% |
| YTD | +91.5% | -13.5% | +105.0% | +94.6% |
| 1Y | +214.8% | -5.9% | +220.7% | +197.9% |
| All | +214.8% | -5.2% | +220.1% | +197.9% |
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