-6.2%
COF vs STLA
-41.5%
+35.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -6.1% | -3.8% | -2.2% | -5.4% |
| 30D | -5.2% | -3.1% | -2.0% | -4.7% |
| 3M | +17.0% | -19.6% | +36.6% | +21.2% |
| 6M | +12.9% | -23.5% | +36.4% | +18.3% |
| YTD | -13.5% | -51.5% | +38.0% | -3.1% |
| All | -6.2% | -41.5% | +35.2% | +1.5% |
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