+5,862.8%
COF vs SM
+1,259.7%
+4,603.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -0.6% | +26.3% | -26.9% | -5.2% |
| 3M | +20.3% | +8.7% | +11.6% | +16.8% |
| 6M | +13.0% | +51.7% | -38.7% | +1.4% |
| YTD | -8.3% | +99.0% | -107.4% | -22.4% |
| 1Y | -1.5% | +34.6% | -36.1% | -10.5% |
| 3Y | +122.3% | -7.8% | +130.0% | +112.3% |
| 5Y | +52.5% | +104.8% | -52.3% | +18.8% |
| 10Y | +264.9% | +7.2% | +257.6% | +113.6% |
| All | +5,862.8% | +1,259.7% | +4,603.1% | +2,108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling