+460.2%
COF vs SBAC
+2,199.0%
-1,738.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -1.4% | +3.2% | -4.6% | -2.0% |
| 3M | +19.0% | -5.1% | +24.1% | +19.8% |
| 6M | +14.9% | -2.1% | +17.0% | +14.2% |
| YTD | -10.7% | -0.5% | -10.2% | -11.7% |
| 1Y | -1.3% | +1.1% | -2.4% | -2.8% |
| 3Y | +124.3% | -7.4% | +131.7% | +120.8% |
| 5Y | +51.1% | -44.3% | +95.5% | +63.3% |
| 10Y | +252.4% | +77.6% | +174.8% | +200.7% |
| All | +460.2% | +2,199.0% | -1,738.8% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling