-5.7%
COF vs SIRI
+28.0%
-33.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.4% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | -6.0% | +2.5% | -8.5% | -6.5% |
| 3M | +14.8% | +6.6% | +8.2% | +13.8% |
| 6M | +15.3% | +32.9% | -17.5% | +10.9% |
| YTD | -13.0% | +50.5% | -63.5% | -18.2% |
| 1Y | -5.7% | +28.0% | -33.7% | -12.0% |
| All | -5.7% | +28.0% | -33.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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