+642.3%
COF vs SRE
+1,544.3%
-902.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -2.7% | +1.5% | -4.1% | -3.5% |
| 30D | -3.4% | +0.8% | -4.2% | -4.3% |
| 3M | +15.4% | -5.8% | +21.2% | +18.5% |
| 6M | +14.4% | -7.8% | +22.2% | +18.3% |
| YTD | -12.0% | -2.4% | -9.6% | -12.3% |
| 1Y | -3.7% | +8.9% | -12.7% | -10.5% |
| 3Y | +121.1% | +31.1% | +90.0% | +79.0% |
| 5Y | +47.8% | +48.6% | -0.8% | +9.8% |
| 10Y | +250.3% | +126.1% | +124.2% | +97.3% |
| All | +642.3% | +1,544.3% | -902.0% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling