+120.8%
COF vs SBAC
-8.7%
+129.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.5% |
| 7D | -2.7% | +0.2% | -2.8% | -2.6% |
| 30D | -3.4% | +3.9% | -7.2% | -3.3% |
| 3M | +15.4% | -8.2% | +23.6% | +15.3% |
| 6M | +14.4% | -2.8% | +17.2% | +14.6% |
| YTD | -12.0% | -1.5% | -10.4% | -11.8% |
| 1Y | -3.7% | 0.0% | -3.8% | -3.5% |
| All | +120.8% | -8.7% | +129.6% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling