+43.1%
COF vs SE
-67.6%
+110.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -5.1% | -5.2% | +0.1% | -4.3% |
| 30D | -6.0% | -17.1% | +11.0% | -3.3% |
| 3M | +14.8% | +24.0% | -9.2% | +10.3% |
| 6M | +15.3% | +21.0% | -5.6% | +10.8% |
| YTD | -13.0% | -16.7% | +3.7% | -11.7% |
| 1Y | -5.7% | -45.9% | +40.2% | +2.2% |
| 3Y | +118.1% | +177.8% | -59.7% | +78.1% |
| All | +43.1% | -67.6% | +110.7% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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