+3,328.4%
COF vs SAP
+2,233.8%
+1,094.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +1.8% | -2.9% | +4.7% | +3.0% |
| 30D | -0.6% | +9.0% | -9.6% | -4.2% |
| 3M | +20.3% | +14.9% | +5.3% | +12.5% |
| 6M | +13.0% | +11.9% | +1.1% | +5.9% |
| YTD | -8.3% | -9.9% | +1.6% | -7.1% |
| 1Y | -1.5% | -19.5% | +18.1% | +4.4% |
| 3Y | +122.3% | +61.8% | +60.4% | +73.3% |
| 5Y | +52.5% | +56.2% | -3.7% | +19.7% |
| 10Y | +264.9% | +180.6% | +84.3% | +124.0% |
| All | +3,328.4% | +2,233.8% | +1,094.7% | +926.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling