+240.0%
COF vs SO
+160.7%
+79.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -6.1% | -1.1% | -4.9% | -5.6% |
| 30D | -5.2% | -3.7% | -1.4% | -3.6% |
| 3M | +17.0% | -5.9% | +22.9% | +19.8% |
| 6M | +12.9% | -7.3% | +20.2% | +16.0% |
| YTD | -13.5% | +3.1% | -16.7% | -15.7% |
| 1Y | -5.9% | -1.0% | -4.9% | -6.7% |
| 3Y | +117.1% | +43.2% | +73.9% | +72.6% |
| 5Y | +45.4% | +59.1% | -13.7% | +6.7% |
| All | +240.0% | +160.7% | +79.4% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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