+56.2%
COF vs S
-56.8%
+113.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.8% | -7.7% | +9.5% | +3.1% |
| 30D | -0.6% | -5.3% | +4.8% | 0.0% |
| 3M | +20.3% | +20.3% | 0.0% | +15.9% |
| 6M | +13.0% | +47.4% | -34.4% | +4.4% |
| YTD | -8.3% | +32.5% | -40.9% | -13.9% |
| 1Y | -1.5% | +9.5% | -11.0% | -4.8% |
| 3Y | +122.3% | +15.5% | +106.7% | +108.1% |
| 5Y | +52.5% | -71.2% | +123.7% | +48.1% |
| All | +56.2% | -56.8% | +113.0% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling