+242.0%
COF vs STLA
+55.1%
+186.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.4% |
| 7D | -5.1% | -2.9% | -2.3% | -3.9% |
| 30D | -6.0% | +0.9% | -7.0% | -6.7% |
| 3M | +14.8% | -21.6% | +36.5% | +26.5% |
| 6M | +15.3% | -21.6% | +37.0% | +25.9% |
| YTD | -13.0% | -50.4% | +37.4% | +13.5% |
| 1Y | -5.7% | -43.6% | +37.9% | +14.0% |
| 3Y | +118.1% | -66.4% | +184.5% | +214.6% |
| 5Y | +46.2% | -62.3% | +108.5% | +91.5% |
| All | +242.0% | +55.1% | +186.9% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling