+64.8%
COF vs SMR
+11.2%
+53.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +15.3% | -17.8% | -3.8% |
| 7D | +1.2% | +21.4% | -20.2% | -0.5% |
| 30D | -1.4% | +13.8% | -15.2% | -2.7% |
| 3M | +19.0% | +3.9% | +15.1% | +17.7% |
| 6M | +14.9% | -4.2% | +19.1% | +13.4% |
| YTD | -10.7% | -21.1% | +10.4% | -10.9% |
| 1Y | -1.3% | -67.1% | +65.8% | +3.8% |
| 3Y | +124.3% | +88.9% | +35.5% | +87.9% |
| All | +64.8% | +11.2% | +53.6% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling