+239.8%
COF vs SPMO
+562.6%
-322.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -0.1% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | -5.2% | -0.7% | -4.5% | -4.7% |
| 3M | +17.0% | +2.8% | +14.2% | +11.5% |
| 6M | +12.9% | +24.4% | -11.5% | -11.9% |
| YTD | -13.5% | +24.2% | -37.7% | -32.3% |
| 1Y | -5.9% | +24.5% | -30.4% | -26.6% |
| 3Y | +117.1% | +155.6% | -38.5% | -16.6% |
| 5Y | +45.4% | +148.2% | -102.8% | -41.9% |
| 10Y | +244.1% | +514.8% | -270.7% | -30.5% |
| All | +239.8% | +562.6% | -322.8% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling