+142.1%
COF vs SITM
+4,789.7%
-4,647.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -5.0% | -0.3% |
| 7D | -5.1% | +3.9% | -9.0% | -5.8% |
| 30D | -6.0% | -6.6% | +0.6% | -5.3% |
| 3M | +14.8% | -11.9% | +26.7% | +14.9% |
| 6M | +15.3% | +81.1% | -65.8% | -0.5% |
| YTD | -13.0% | +80.0% | -93.0% | -25.7% |
| 1Y | -5.7% | +145.8% | -151.5% | -25.2% |
| 3Y | +118.1% | +475.9% | -357.8% | +37.0% |
| 5Y | +46.2% | +189.2% | -143.0% | -6.1% |
| All | +142.1% | +4,789.7% | -4,647.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling