+47.8%
COF vs SM
+119.2%
-71.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -2.7% | -0.2% | -2.4% | -2.7% |
| 30D | -3.4% | +20.3% | -23.7% | -7.0% |
| 3M | +15.4% | +22.9% | -7.5% | +9.3% |
| 6M | +14.4% | +47.8% | -33.4% | +1.9% |
| YTD | -12.0% | +107.5% | -119.4% | -28.6% |
| 1Y | -3.7% | +51.7% | -55.5% | -15.9% |
| 3Y | +121.1% | -0.9% | +121.9% | +105.9% |
| 5Y | +47.8% | +112.2% | -64.4% | +5.2% |
| All | +47.8% | +119.2% | -71.4% | +5.2% |
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