+175.7%
COF vs SAP
+237.3%
-61.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.4% | +0.6% | -4.0% | -3.7% |
| 30D | +0.4% | +6.5% | -6.2% | -3.0% |
| 3M | -12.5% | +12.2% | -24.8% | -18.0% |
| 6M | +8.3% | +46.1% | -37.8% | -12.8% |
| YTD | -18.6% | -1.6% | -17.0% | -20.7% |
| 1Y | -8.6% | -5.1% | -3.5% | -9.1% |
| 3Y | +94.7% | +68.4% | +26.3% | +32.4% |
| 5Y | +35.3% | +79.4% | -44.1% | -14.3% |
| All | +175.7% | +237.3% | -61.6% | +35.0% |
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