-5.1%
COF vs STLA
-53.0%
+47.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.8% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | +5.7% | +3.6% | +2.2% | +4.9% |
| 3M | -6.7% | -20.6% | +13.9% | -3.0% |
| 6M | +9.5% | -34.3% | +43.8% | +17.5% |
| YTD | -13.9% | -57.3% | +43.4% | 0.0% |
| 1Y | -5.1% | -52.6% | +47.6% | +5.0% |
| All | -5.1% | -53.0% | +47.9% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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