+240.0%
COF vs SIMO
+557.5%
-317.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -1.0% |
| 7D | -6.1% | +12.5% | -18.6% | -8.2% |
| 30D | -5.2% | +18.4% | -23.6% | -8.5% |
| 3M | +17.0% | +5.6% | +11.4% | +12.7% |
| 6M | +12.9% | +116.9% | -104.0% | -10.1% |
| YTD | -13.5% | +188.4% | -201.9% | -36.6% |
| 1Y | -5.9% | +221.3% | -227.1% | -33.3% |
| 3Y | +117.1% | +438.6% | -321.4% | +31.8% |
| 5Y | +45.4% | +287.9% | -242.5% | -8.7% |
| All | +240.0% | +557.5% | -317.4% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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