+228.2%
TER vs COF
+48.7%
+179.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.6% | +3.9% |
| 7D | +12.4% | -2.7% | +15.0% | +13.9% |
| 30D | +5.1% | -3.4% | +8.5% | +6.8% |
| 3M | +4.0% | +15.4% | -11.4% | -4.8% |
| 6M | +29.5% | +14.4% | +15.1% | +19.0% |
| YTD | +98.5% | -12.0% | +110.4% | +109.2% |
| 1Y | +234.1% | -3.7% | +237.8% | +233.5% |
| 3Y | +289.0% | +121.1% | +168.0% | +139.9% |
| 5Y | +228.2% | +47.8% | +180.4% | +126.3% |
| All | +228.2% | +48.7% | +179.5% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling