+286.8%
COF vs SFM
+117.5%
+169.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -1.7% |
| 7D | +1.2% | -5.8% | +7.1% | +2.0% |
| 30D | -1.4% | -11.4% | +10.0% | +0.1% |
| 3M | +19.0% | -12.2% | +31.2% | +20.7% |
| 6M | +14.9% | -5.2% | +20.0% | +14.7% |
| YTD | -10.7% | -4.5% | -6.2% | -11.1% |
| 1Y | -1.3% | -45.4% | +44.1% | +5.8% |
| 3Y | +124.3% | +91.1% | +33.2% | +100.7% |
| 5Y | +51.1% | +226.8% | -175.7% | +23.7% |
| 10Y | +252.4% | +291.9% | -39.6% | +169.8% |
| All | +286.8% | +117.5% | +169.4% | +227.2% |
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