+47.8%
COF vs STLA
-63.2%
+111.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.8% |
| 7D | -2.7% | +0.4% | -3.0% | -2.8% |
| 30D | -3.4% | -5.2% | +1.8% | -1.7% |
| 3M | +15.4% | -24.9% | +40.3% | +27.2% |
| 6M | +14.4% | -25.2% | +39.6% | +25.5% |
| YTD | -12.0% | -51.4% | +39.4% | +11.7% |
| 1Y | -3.7% | -40.7% | +36.9% | +10.3% |
| 3Y | +121.1% | -66.3% | +187.3% | +198.7% |
| 5Y | +47.8% | -63.2% | +111.1% | +76.3% |
| All | +47.8% | -63.2% | +111.0% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling