+35.7%
COF vs SO
+79.0%
-43.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -3.4% | +1.4% | -4.7% | -3.6% |
| 30D | +0.4% | +4.7% | -4.3% | -0.3% |
| 3M | -12.5% | +1.7% | -14.2% | -12.8% |
| 6M | +8.3% | +2.2% | +6.1% | +7.7% |
| YTD | -18.6% | +10.0% | -28.5% | -20.4% |
| 1Y | -8.6% | +6.0% | -14.7% | -10.0% |
| 3Y | +94.7% | +54.1% | +40.6% | +65.3% |
| All | +35.7% | +79.0% | -43.3% | +6.3% |
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