+279.0%
COF vs SIMO
+3,332.4%
-3,053.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -2.3% |
| 7D | +1.8% | +4.2% | -2.4% | +0.8% |
| 30D | -0.6% | +4.1% | -4.7% | -2.2% |
| 3M | +20.3% | -12.9% | +33.2% | +20.1% |
| 6M | +13.0% | +110.3% | -97.3% | -11.0% |
| YTD | -8.3% | +178.6% | -186.9% | -33.3% |
| 1Y | -1.5% | +220.0% | -221.5% | -31.1% |
| 3Y | +122.3% | +409.0% | -286.8% | +36.2% |
| 5Y | +52.5% | +277.3% | -224.8% | -4.1% |
| 10Y | +264.9% | +506.6% | -241.7% | +90.9% |
| All | +279.0% | +3,332.4% | -3,053.4% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling