+38.7%
COF vs S
-51.7%
+90.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -3.4% | +2.0% | -5.3% | -3.8% |
| 30D | +0.4% | -2.7% | +3.1% | +0.4% |
| 3M | -12.5% | -6.9% | -5.7% | -12.4% |
| 6M | +8.3% | +38.1% | -29.8% | +0.9% |
| YTD | -18.6% | +48.0% | -66.6% | -25.6% |
| 1Y | -8.6% | +34.5% | -43.1% | -15.3% |
| 3Y | +94.7% | +38.3% | +56.4% | +76.0% |
| 5Y | +35.3% | -70.9% | +106.2% | +27.7% |
| All | +38.7% | -51.7% | +90.5% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling