+242.0%
COF vs SGI
+270.1%
-28.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | -5.1% | -4.5% | -0.7% | -3.4% |
| 30D | -6.0% | +4.2% | -10.2% | -7.7% |
| 3M | +14.8% | -7.4% | +22.3% | +17.9% |
| 6M | +15.3% | -15.1% | +30.4% | +21.5% |
| YTD | -13.0% | -24.7% | +11.6% | -4.1% |
| 1Y | -5.7% | -21.8% | +16.0% | +1.8% |
| 3Y | +118.1% | +50.0% | +68.1% | +78.6% |
| 5Y | +46.2% | +48.9% | -2.7% | +14.8% |
| All | +242.0% | +270.1% | -28.1% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling