+399.5%
COF vs SGI
+2,073.9%
-1,674.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.4% |
| 7D | +1.2% | +9.3% | -8.0% | -2.1% |
| 30D | -1.4% | +6.9% | -8.3% | -3.9% |
| 3M | +19.0% | +2.8% | +16.2% | +17.3% |
| 6M | +14.9% | -12.6% | +27.5% | +19.4% |
| YTD | -10.7% | -21.5% | +10.8% | -3.6% |
| 1Y | -1.3% | -18.8% | +17.5% | +4.6% |
| 3Y | +124.3% | +60.8% | +63.5% | +81.6% |
| 5Y | +51.1% | +60.0% | -8.9% | +18.3% |
| 10Y | +252.4% | +267.8% | -15.5% | +76.5% |
| All | +399.5% | +2,073.9% | -1,674.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SGI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling