+43.1%
COF vs SPG
+106.0%
-62.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -5.1% | -1.2% | -4.0% | -4.4% |
| 30D | -6.0% | -6.1% | +0.1% | -1.9% |
| 3M | +14.8% | -3.6% | +18.5% | +17.4% |
| 6M | +15.3% | +10.4% | +4.9% | +6.8% |
| YTD | -13.0% | +14.4% | -27.4% | -21.6% |
| 1Y | -5.7% | +16.5% | -22.3% | -16.4% |
| 3Y | +118.1% | +106.8% | +11.3% | +24.2% |
| All | +43.1% | +106.0% | -62.9% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling