+116.9%
COF vs SMR
+71.3%
+45.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -1.4% |
| 7D | -6.1% | +4.7% | -10.8% | -6.5% |
| 30D | -5.2% | +3.2% | -8.4% | -5.6% |
| 3M | +17.0% | +9.9% | +7.1% | +15.5% |
| 6M | +12.9% | -15.1% | +28.0% | +12.6% |
| YTD | -13.5% | -27.9% | +14.4% | -13.1% |
| 1Y | -5.9% | -70.2% | +64.4% | -1.1% |
| All | +116.9% | +71.3% | +45.6% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling