+280.3%
TER vs COF
+122.2%
+158.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +5.6% |
| 7D | +11.0% | +1.2% | +9.7% | +10.1% |
| 30D | -1.9% | -1.4% | -0.5% | -1.4% |
| 3M | -0.7% | +19.0% | -19.7% | -10.4% |
| 6M | +36.4% | +14.9% | +21.5% | +25.2% |
| YTD | +92.4% | -10.7% | +103.1% | +100.4% |
| 1Y | +213.5% | -1.3% | +214.8% | +207.6% |
| All | +280.3% | +122.2% | +158.1% | +177.3% |
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 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