+124.3%
COF vs SIMO
+462.5%
-338.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.7% | -3.3% |
| 7D | +1.2% | +14.6% | -13.4% | -0.4% |
| 30D | -1.4% | +6.2% | -7.6% | -2.4% |
| 3M | +19.0% | +3.6% | +15.5% | +16.5% |
| 6M | +14.9% | +130.8% | -115.9% | -6.1% |
| YTD | -10.7% | +195.8% | -206.5% | -33.0% |
| 1Y | -1.3% | +225.0% | -226.3% | -28.9% |
| 3Y | +124.3% | +452.3% | -328.0% | +22.6% |
| All | +124.3% | +462.5% | -338.2% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling