+120.8%
COF vs STLA
-66.8%
+187.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.9% |
| 7D | -2.7% | +0.4% | -3.0% | -2.8% |
| 30D | -3.4% | -5.2% | +1.8% | -2.1% |
| 3M | +15.4% | -24.9% | +40.3% | +24.3% |
| 6M | +14.4% | -25.2% | +39.6% | +22.9% |
| YTD | -12.0% | -51.4% | +39.4% | +5.6% |
| 1Y | -3.7% | -40.7% | +36.9% | +6.8% |
| All | +120.8% | -66.8% | +187.6% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling