+178.6%
COF vs SIMO
+435.8%
-257.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.0% | -0.8% |
| 7D | -4.5% | +0.9% | -5.4% | -4.9% |
| 30D | -2.0% | -25.4% | +23.4% | +2.0% |
| 3M | -9.7% | -17.8% | +8.0% | -8.9% |
| 6M | +8.0% | -29.6% | +37.6% | +9.0% |
| YTD | -17.7% | +100.3% | -118.0% | -37.1% |
| 1Y | -9.3% | +100.4% | -109.7% | -30.8% |
| 3Y | +96.3% | +246.1% | -149.8% | +26.1% |
| 5Y | +37.0% | +189.8% | -152.8% | -12.2% |
| All | +178.6% | +435.8% | -257.2% | +39.4% |
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