+959.6%
COF vs SPXS
-100.0%
+1,059.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | -0.7% |
| 7D | -2.7% | +1.2% | -3.9% | -1.9% |
| 30D | -3.4% | +5.2% | -8.5% | -0.5% |
| 3M | +15.4% | -9.2% | +24.6% | +11.1% |
| 6M | +14.4% | -29.6% | +44.0% | -2.3% |
| YTD | -12.0% | -27.6% | +15.6% | -22.9% |
| 1Y | -3.7% | -36.7% | +33.0% | -20.5% |
| 3Y | +121.1% | -79.8% | +200.9% | +17.5% |
| 5Y | +47.8% | -85.9% | +133.7% | -16.4% |
| 10Y | +250.3% | -99.5% | +349.9% | -47.8% |
| All | +959.6% | -100.0% | +1,059.6% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling