+242.0%
COF vs SRE
+122.3%
+119.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -5.1% | -0.8% | -4.3% | -4.7% |
| 30D | -6.0% | -3.0% | -3.0% | -4.9% |
| 3M | +14.8% | -8.3% | +23.1% | +19.5% |
| 6M | +15.3% | -8.9% | +24.2% | +19.8% |
| YTD | -13.0% | -4.3% | -8.8% | -12.5% |
| 1Y | -5.7% | +2.7% | -8.4% | -9.3% |
| 3Y | +118.1% | +28.7% | +89.5% | +77.6% |
| 5Y | +46.2% | +47.1% | -0.9% | +8.5% |
| All | +242.0% | +122.3% | +119.7% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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