-5.1%
COF vs SPYG
+10.8%
-15.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -2.0% |
| 7D | +0.7% | -2.8% | +3.5% | +2.6% |
| 30D | +5.7% | -6.2% | +11.9% | +10.4% |
| 3M | -6.7% | -3.6% | -3.1% | -4.5% |
| 6M | +9.5% | +4.8% | +4.7% | +4.4% |
| YTD | -13.9% | +11.0% | -24.9% | -22.4% |
| 1Y | -5.1% | +11.2% | -16.3% | -14.5% |
| All | -5.1% | +10.8% | -15.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling