+5,709.6%
COF vs SPG
+4,870.3%
+839.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.7% | -3.3% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -1.4% | -4.9% | +3.6% | +1.8% |
| 3M | +19.0% | +3.3% | +15.7% | +16.1% |
| 6M | +14.9% | +11.2% | +3.7% | +6.6% |
| YTD | -10.7% | +17.1% | -27.7% | -20.0% |
| 1Y | -1.3% | +21.6% | -22.9% | -14.0% |
| 3Y | +124.3% | +111.9% | +12.4% | +33.8% |
| 5Y | +51.1% | +106.9% | -55.8% | -9.2% |
| 10Y | +252.4% | +62.2% | +190.2% | +109.9% |
| All | +5,709.6% | +4,870.3% | +839.3% | +409.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling