No you aren't missing anything. "could of" (and its cousins "would of" and "should of") are common mistakes made (interestingly) almost exclusively by English-as-first-language speakers (my observation, so don't ask for citations I don't have any), since they sound similar to "could have", "would have" and "should have" particularly in "native" English accents (I'm thinking North American and UK especially).
I've never seen "could-have" (hyphenated) though. I don't think that's right either.
I've never seen "could-have" (hyphenated) though. I don't think that's right either.