+242.0%
COF vs SBAC
+87.1%
+154.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.7% | 0.0% |
| 7D | -5.1% | -2.1% | -3.1% | -4.7% |
| 30D | -6.0% | +2.0% | -8.0% | -6.5% |
| 3M | +14.8% | -8.3% | +23.1% | +16.8% |
| 6M | +15.3% | +0.3% | +15.0% | +13.8% |
| YTD | -13.0% | -2.2% | -10.8% | -14.0% |
| 1Y | -5.7% | -4.6% | -1.1% | -6.2% |
| 3Y | +118.1% | -8.3% | +126.4% | +112.1% |
| 5Y | +46.2% | -42.8% | +89.1% | +64.9% |
| All | +242.0% | +87.1% | +154.9% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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