+94.7%
COF vs SPY
+78.1%
+16.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | -3.4% | +2.6% | -6.0% | -6.6% |
| 30D | +0.4% | -2.0% | +2.4% | +2.6% |
| 3M | -12.5% | -2.8% | -9.8% | -9.6% |
| 6M | +8.3% | +2.1% | +6.2% | +4.7% |
| YTD | -18.6% | +11.5% | -30.1% | -30.0% |
| 1Y | -8.6% | +13.5% | -22.1% | -23.3% |
| 3Y | +94.7% | +77.7% | +17.0% | -1.5% |
| All | +94.7% | +78.1% | +16.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling