-5.1%
COF vs SPMO
+11.0%
-16.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +0.7% | -8.9% | +9.6% | +3.8% |
| 30D | +5.7% | -13.8% | +19.5% | +11.1% |
| 3M | -6.7% | -12.5% | +5.8% | -2.6% |
| 6M | +9.5% | -1.5% | +11.0% | +2.9% |
| YTD | -13.9% | +11.3% | -25.2% | -26.8% |
| 1Y | -5.1% | +11.5% | -16.5% | -19.4% |
| All | -5.1% | +11.0% | -16.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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