+94.7%
COF vs SIMO
+221.6%
-126.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.3% |
| 7D | -3.4% | +4.1% | -7.5% | -3.8% |
| 30D | +0.4% | -24.0% | +24.3% | +2.6% |
| 3M | -12.5% | -31.8% | +19.2% | -10.3% |
| 6M | +8.3% | -36.9% | +45.2% | +10.0% |
| YTD | -18.6% | +84.8% | -103.4% | -36.3% |
| 1Y | -8.6% | +99.0% | -107.6% | -30.3% |
| 3Y | +94.7% | +217.9% | -123.3% | +15.0% |
| All | +94.7% | +221.6% | -126.9% | +15.0% |
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