-1.6%
COF vs SOLS
+17.0%
-18.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | -3.5% | -1.7% | -4.9% |
| 30D | -6.0% | -1.0% | -5.1% | -6.0% |
| 3M | +14.8% | -24.1% | +38.9% | +17.0% |
| 6M | +15.3% | -18.0% | +33.3% | +16.0% |
| YTD | -13.0% | +27.1% | -40.1% | -16.2% |
| All | -1.6% | +17.0% | -18.6% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 3y: compounded portfolio wealth divided by compounded SOLS 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…
3y analysis · Full analysis span regression · 6 months rolling