+242.0%
COF vs SPXS
-99.6%
+341.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | -0.6% |
| 7D | -5.1% | +2.5% | -7.6% | -4.0% |
| 30D | -6.0% | +4.2% | -10.2% | -3.9% |
| 3M | +14.8% | -9.3% | +24.1% | +10.8% |
| 6M | +15.3% | -30.7% | +46.0% | -0.4% |
| YTD | -13.0% | -28.1% | +15.0% | -22.8% |
| 1Y | -5.7% | -35.1% | +29.4% | -19.3% |
| 3Y | +118.1% | -79.6% | +197.7% | +26.6% |
| 5Y | +46.2% | -86.3% | +132.5% | -11.5% |
| All | +242.0% | -99.6% | +341.6% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling