-1.5%
COF vs SPG
+21.3%
-22.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +1.8% | -2.4% | +4.2% | +3.0% |
| 30D | -0.6% | -6.8% | +6.3% | +2.8% |
| 3M | +20.3% | +2.7% | +17.6% | +18.4% |
| 6M | +13.0% | +5.5% | +7.6% | +9.5% |
| YTD | -8.3% | +15.7% | -24.0% | -14.7% |
| 1Y | -1.5% | +20.9% | -22.3% | -9.7% |
| All | -1.5% | +21.3% | -22.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling