+145.0%
COF vs SITM
+4,437.5%
-4,292.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -2.7% | +3.7% | -6.4% | -3.3% |
| 30D | -3.4% | -14.5% | +11.1% | -1.2% |
| 3M | +15.4% | -10.6% | +26.0% | +15.1% |
| 6M | +14.4% | +65.5% | -51.1% | +0.2% |
| YTD | -12.0% | +67.0% | -79.0% | -23.9% |
| 1Y | -3.7% | +138.6% | -142.4% | -23.3% |
| 3Y | +121.1% | +421.8% | -300.8% | +41.2% |
| 5Y | +47.8% | +172.4% | -124.6% | -4.1% |
| All | +145.0% | +4,437.5% | -4,292.4% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling