+410.8%
COF vs SBAC
+2,222.3%
-1,811.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | +0.4% | +5.5% | -5.1% | -0.8% |
| 3M | -12.5% | +3.1% | -15.6% | -13.3% |
| 6M | +8.3% | -7.0% | +15.3% | +9.1% |
| YTD | -18.6% | +0.5% | -19.1% | -19.9% |
| 1Y | -8.6% | +0.2% | -8.8% | -10.1% |
| 3Y | +94.7% | -7.4% | +102.0% | +91.3% |
| 5Y | +35.3% | -39.7% | +75.1% | +43.8% |
| 10Y | +185.1% | +112.5% | +72.6% | +135.1% |
| All | +410.8% | +2,222.3% | -1,811.5% | +161.7% |
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