+60.5%
COF vs SMR
-14.3%
+74.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.7% | +16.2% | +1.8% |
| 7D | -5.1% | -11.2% | +6.1% | -4.5% |
| 30D | -6.0% | -10.2% | +4.2% | -5.6% |
| 3M | +14.8% | -10.0% | +24.9% | +14.8% |
| 6M | +15.3% | -30.5% | +45.8% | +16.7% |
| YTD | -13.0% | -39.2% | +26.2% | -11.5% |
| 1Y | -5.7% | -75.5% | +69.8% | +1.4% |
| 3Y | +118.1% | +45.4% | +72.7% | +86.4% |
| All | +60.5% | -14.3% | +74.8% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling