+46.1%
COF vs SARO
-22.5%
+68.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | -0.1% |
| 7D | -5.1% | -3.1% | -2.0% | -3.9% |
| 30D | -6.0% | -12.2% | +6.2% | -0.9% |
| 3M | +14.8% | -7.4% | +22.2% | +18.1% |
| 6M | +15.3% | -15.3% | +30.6% | +22.1% |
| YTD | -13.0% | -16.2% | +3.1% | -8.1% |
| 1Y | -5.7% | -12.1% | +6.4% | -3.1% |
| All | +46.1% | -22.5% | +68.6% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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