+252.7%
COF vs SFM
+48.8%
+203.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.6% |
| 7D | -3.4% | +6.0% | -9.4% | -4.1% |
| 30D | +0.4% | -19.5% | +19.8% | +2.5% |
| 3M | -12.5% | -37.0% | +24.5% | -7.9% |
| 6M | +8.3% | -41.0% | +49.3% | +14.6% |
| YTD | -18.6% | -34.6% | +16.1% | -15.6% |
| 1Y | -8.6% | -36.3% | +27.6% | -5.0% |
| 3Y | +94.7% | +24.5% | +70.1% | +82.9% |
| 5Y | +35.3% | +115.9% | -80.5% | +16.1% |
| 10Y | +185.1% | +139.5% | +45.6% | +131.4% |
| All | +252.7% | +48.8% | +203.9% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling