+94.7%
COF vs SAP
+69.7%
+25.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | +0.4% | +6.5% | -6.2% | -1.4% |
| 3M | -12.5% | +12.2% | -24.8% | -15.4% |
| 6M | +8.3% | +46.1% | -37.8% | -3.4% |
| YTD | -18.6% | -1.6% | -17.0% | -18.7% |
| 1Y | -8.6% | -5.1% | -3.5% | -7.5% |
| 3Y | +94.7% | +68.4% | +26.3% | +72.0% |
| All | +94.7% | +69.7% | +25.0% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling