+45.4%
COF vs SGI
+45.9%
-0.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.4% |
| 7D | -6.1% | -4.9% | -1.2% | -4.0% |
| 30D | -5.2% | +1.6% | -6.8% | -6.0% |
| 3M | +17.0% | -3.2% | +20.2% | +18.0% |
| 6M | +12.9% | -16.0% | +29.0% | +20.1% |
| YTD | -13.5% | -25.4% | +11.9% | -3.4% |
| 1Y | -5.9% | -21.6% | +15.7% | +2.2% |
| 3Y | +117.1% | +52.9% | +64.3% | +72.2% |
| 5Y | +45.4% | +47.5% | -2.1% | +7.7% |
| All | +45.4% | +45.9% | -0.5% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling