+175.7%
COF vs SO
+197.2%
-21.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.2% |
| 7D | -3.4% | +1.4% | -4.7% | -3.9% |
| 30D | +0.4% | +4.7% | -4.3% | -1.7% |
| 3M | -12.5% | +1.7% | -14.2% | -13.3% |
| 6M | +8.3% | +2.2% | +6.1% | +6.7% |
| YTD | -18.6% | +10.0% | -28.5% | -23.0% |
| 1Y | -8.6% | +6.0% | -14.7% | -12.2% |
| 3Y | +94.7% | +54.1% | +40.6% | +48.9% |
| 5Y | +35.3% | +79.6% | -44.3% | -7.5% |
| All | +175.7% | +197.2% | -21.5% | +85.2% |
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