+5,862.7%
COF vs SO
+3,162.0%
+2,700.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | -0.6% | -4.6% | +4.0% | +1.6% |
| 3M | +20.3% | -3.0% | +23.3% | +21.6% |
| 6M | +13.0% | -8.3% | +21.3% | +16.9% |
| YTD | -8.3% | +3.5% | -11.9% | -10.8% |
| 1Y | -1.5% | -0.9% | -0.5% | -2.4% |
| 3Y | +122.3% | +45.4% | +76.9% | +77.2% |
| 5Y | +52.5% | +59.6% | -7.1% | +14.0% |
| 10Y | +264.9% | +156.6% | +108.3% | +112.7% |
| All | +5,862.7% | +3,162.0% | +2,700.8% | +1,665.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling