+35.7%
COF vs SM
+5.5%
+30.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.4% | +9.4% | -12.8% | -5.0% |
| 30D | +0.4% | -14.4% | +14.7% | +2.8% |
| 3M | -12.5% | +1.6% | -14.1% | -13.8% |
| 6M | +8.3% | +6.3% | +2.0% | +4.2% |
| YTD | -18.6% | +78.8% | -97.3% | -32.7% |
| 1Y | -8.6% | +83.1% | -91.8% | -25.1% |
| 3Y | +94.7% | -5.9% | +100.6% | +81.7% |
| All | +35.7% | +5.5% | +30.2% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling