+43.1%
COF vs SITM
+187.3%
-144.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -5.0% | -0.3% |
| 7D | -5.1% | +3.9% | -9.0% | -5.7% |
| 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% | -0.8% |
| YTD | -13.0% | +80.0% | -93.0% | -26.0% |
| 1Y | -5.7% | +145.8% | -151.5% | -25.8% |
| 3Y | +118.1% | +475.9% | -357.8% | +33.9% |
| All | +43.1% | +187.3% | -144.2% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling