+94.7%
COF vs SM
-3.9%
+98.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.4% | +9.4% | -12.8% | -4.7% |
| 30D | +0.4% | -14.4% | +14.7% | +2.3% |
| 3M | -12.5% | +1.6% | -14.1% | -13.7% |
| 6M | +8.3% | +6.3% | +2.0% | +4.6% |
| YTD | -18.6% | +78.8% | -97.3% | -33.9% |
| 1Y | -8.6% | +83.1% | -91.8% | -26.7% |
| 3Y | +94.7% | -5.9% | +100.6% | +78.5% |
| All | +94.7% | -3.9% | +98.6% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling