+174.5%
COF vs SE
+569.0%
-394.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | -0.8% |
| 7D | -2.7% | -3.6% | +1.0% | -2.1% |
| 30D | -3.4% | -5.3% | +1.9% | -2.8% |
| 3M | +15.4% | +28.1% | -12.7% | +10.6% |
| 6M | +14.4% | +20.7% | -6.2% | +10.3% |
| YTD | -12.0% | -14.8% | +2.8% | -11.0% |
| 1Y | -3.7% | -43.6% | +39.8% | +3.1% |
| 3Y | +121.1% | +184.2% | -63.2% | +81.5% |
| 5Y | +47.8% | -66.3% | +114.1% | +51.9% |
| All | +174.5% | +569.0% | -394.5% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling