-5.7%
COF vs SGI
-21.0%
+15.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | -5.1% | -4.5% | -0.7% | -3.6% |
| 30D | -6.0% | +4.2% | -10.2% | -7.5% |
| 3M | +14.8% | -7.4% | +22.3% | +17.7% |
| 6M | +15.3% | -15.1% | +30.4% | +20.5% |
| YTD | -13.0% | -24.7% | +11.6% | -5.1% |
| 1Y | -5.7% | -21.8% | +16.0% | +4.7% |
| All | -5.7% | -21.0% | +15.3% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling