+242.0%
COF vs SFM
+271.4%
-29.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -5.1% | -10.6% | +5.5% | -3.8% |
| 30D | -6.0% | -15.5% | +9.4% | -4.0% |
| 3M | +14.8% | -17.4% | +32.3% | +17.4% |
| 6M | +15.3% | -3.4% | +18.8% | +14.8% |
| YTD | -13.0% | -8.7% | -4.4% | -13.0% |
| 1Y | -5.7% | -47.2% | +41.5% | +1.7% |
| 3Y | +118.1% | +82.7% | +35.4% | +96.5% |
| 5Y | +46.2% | +214.3% | -168.1% | +20.4% |
| All | +242.0% | +271.4% | -29.4% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling