+242.0%
COF vs SPYG
+424.6%
-182.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.3% |
| 7D | -5.1% | -0.9% | -4.3% | -4.2% |
| 30D | -6.0% | -1.5% | -4.5% | -4.5% |
| 3M | +14.8% | +3.7% | +11.1% | +10.1% |
| 6M | +15.3% | +16.4% | -1.1% | -2.5% |
| YTD | -13.0% | +13.3% | -26.4% | -24.3% |
| 1Y | -5.7% | +17.9% | -23.6% | -21.5% |
| 3Y | +118.1% | +98.3% | +19.8% | +3.2% |
| 5Y | +46.2% | +86.4% | -40.2% | -26.9% |
| All | +242.0% | +424.6% | -182.6% | -42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling