+4,735.2%
TER vs COF
+5,862.8%
-1,127.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +0.6% | +1.8% | -1.2% | -0.2% |
| 30D | -8.3% | -0.6% | -7.7% | -8.2% |
| 3M | -12.2% | +20.3% | -32.5% | -19.1% |
| 6M | +17.1% | +13.0% | +4.1% | +10.8% |
| YTD | +84.7% | -8.3% | +93.0% | +89.9% |
| 1Y | +199.9% | -1.5% | +201.4% | +198.3% |
| 3Y | +232.8% | +122.3% | +110.5% | +132.3% |
| 5Y | +198.6% | +52.5% | +146.1% | +139.6% |
| 10Y | +1,669.7% | +264.9% | +1,404.9% | +818.9% |
| All | +4,735.2% | +5,862.8% | -1,127.5% | +755.6% |
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