-9.9%
COF vs SIMO
+96.7%
-106.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.0% | +0.5% |
| 7D | -4.5% | +0.9% | -5.4% | -4.5% |
| 30D | -2.0% | -25.4% | +23.4% | -1.7% |
| 3M | -9.7% | -17.8% | +8.0% | -9.6% |
| 6M | +8.0% | -29.6% | +37.6% | +7.8% |
| YTD | -17.7% | +100.3% | -118.0% | -25.5% |
| All | -9.9% | +96.7% | -106.6% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling