+45.4%
COF vs SBAC
-45.4%
+90.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.3% |
| 7D | -6.1% | -5.3% | -0.8% | -5.2% |
| 30D | -5.2% | +0.4% | -5.5% | -5.2% |
| 3M | +17.0% | -11.9% | +28.9% | +19.3% |
| 6M | +12.9% | -4.5% | +17.4% | +13.0% |
| YTD | -13.5% | -4.3% | -9.2% | -13.7% |
| 1Y | -5.9% | -3.9% | -2.0% | -6.3% |
| 3Y | +117.1% | -11.0% | +128.1% | +112.3% |
| 5Y | +45.4% | -44.1% | +89.5% | +63.4% |
| All | +45.4% | -45.4% | +90.7% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling