+47.8%
COF vs SO
+57.7%
-9.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -3.4% | -2.5% | -0.9% | -3.0% |
| 3M | +15.4% | -4.2% | +19.6% | +16.0% |
| 6M | +14.4% | -7.7% | +22.1% | +15.6% |
| YTD | -12.0% | +3.8% | -15.8% | -13.2% |
| 1Y | -3.7% | +0.1% | -3.8% | -4.4% |
| 3Y | +121.1% | +44.2% | +76.8% | +90.6% |
| 5Y | +47.8% | +57.9% | -10.0% | +22.3% |
| All | +47.8% | +57.7% | -9.9% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling