+43.1%
COF vs SPMO
+149.5%
-106.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.1% |
| 7D | -5.1% | -0.9% | -4.2% | -4.4% |
| 30D | -6.0% | -1.9% | -4.1% | -4.6% |
| 3M | +14.8% | -1.4% | +16.2% | +13.8% |
| 6M | +15.3% | +25.5% | -10.2% | -12.6% |
| YTD | -13.0% | +24.8% | -37.9% | -33.6% |
| 1Y | -5.7% | +24.5% | -30.2% | -27.9% |
| 3Y | +118.1% | +157.1% | -39.0% | -26.7% |
| All | +43.1% | +149.5% | -106.4% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling