-4.2%
COF vs SIMO
+235.5%
-239.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | -2.7% | +14.5% | -17.2% | -3.0% |
| 30D | -3.4% | +20.4% | -23.8% | -3.8% |
| 3M | +15.4% | +7.1% | +8.3% | +14.6% |
| 6M | +14.4% | +129.2% | -114.8% | +6.5% |
| YTD | -12.0% | +201.9% | -213.9% | -22.0% |
| All | -4.2% | +235.5% | -239.7% | -16.2% |
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