+120.8%
COF vs SGI
+55.1%
+65.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.7% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | -3.4% | +5.5% | -8.9% | -5.6% |
| 3M | +15.4% | -3.6% | +19.0% | +16.6% |
| 6M | +14.4% | -15.0% | +29.4% | +20.8% |
| YTD | -12.0% | -23.0% | +11.0% | -3.4% |
| 1Y | -3.7% | -18.4% | +14.7% | +2.7% |
| All | +120.8% | +55.1% | +65.7% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling