+35.7%
COF vs STLA
-74.6%
+110.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -3.4% | -13.8% | +10.4% | +1.6% |
| 30D | +0.4% | -10.5% | +10.9% | +3.7% |
| 3M | -12.5% | -28.9% | +16.3% | -2.6% |
| 6M | +8.3% | -49.7% | +58.0% | +36.1% |
| YTD | -18.6% | -64.9% | +46.4% | +14.6% |
| 1Y | -8.6% | -64.0% | +55.4% | +26.9% |
| 3Y | +94.7% | -77.4% | +172.1% | +205.3% |
| All | +35.7% | -74.6% | +110.3% | +83.6% |
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