+240.0%
COF vs SAP
+175.6%
+64.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.0% |
| 7D | -6.1% | -5.1% | -1.0% | -3.6% |
| 30D | -5.2% | -1.8% | -3.4% | -4.6% |
| 3M | +17.0% | +20.9% | -3.9% | +4.9% |
| 6M | +12.9% | +7.0% | +5.9% | +6.7% |
| YTD | -13.5% | -13.7% | +0.2% | -9.6% |
| 1Y | -5.9% | -19.6% | +13.7% | +2.2% |
| 3Y | +117.1% | +52.4% | +64.7% | +55.4% |
| 5Y | +45.4% | +54.4% | -9.0% | 0.0% |
| All | +240.0% | +175.6% | +64.4% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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