+175.7%
COF vs STLA
-4.1%
+179.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -3.4% | -13.8% | +10.4% | +2.9% |
| 30D | +0.4% | -10.5% | +10.9% | +4.4% |
| 3M | -12.5% | -28.9% | +16.3% | -0.4% |
| 6M | +8.3% | -49.7% | +58.0% | +42.7% |
| YTD | -18.6% | -64.9% | +46.4% | +22.4% |
| 1Y | -8.6% | -64.0% | +55.4% | +35.1% |
| 3Y | +94.7% | -77.4% | +172.1% | +233.8% |
| 5Y | +35.3% | -74.4% | +109.8% | +108.7% |
| All | +175.7% | -4.1% | +179.8% | +157.3% |
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