+242.0%
COF vs SHAK
+87.2%
+154.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.4% |
| 7D | -5.1% | -8.3% | +3.1% | -2.6% |
| 30D | -6.0% | -12.6% | +6.6% | -2.1% |
| 3M | +14.8% | +9.1% | +5.7% | +10.7% |
| 6M | +15.3% | -31.2% | +46.6% | +25.3% |
| YTD | -13.0% | -21.6% | +8.5% | -9.9% |
| 1Y | -5.7% | -38.8% | +33.1% | +5.4% |
| 3Y | +118.1% | +0.6% | +117.5% | +92.9% |
| 5Y | +46.2% | -22.5% | +68.8% | +32.1% |
| All | +242.0% | +87.2% | +154.8% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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