+624.0%
COF vs STLA
+252.7%
+371.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.6% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | -1.4% | -2.4% | +1.0% | -0.9% |
| 3M | +19.0% | -23.9% | +42.9% | +28.4% |
| 6M | +14.9% | -24.6% | +39.5% | +23.8% |
| YTD | -10.7% | -50.5% | +39.8% | +7.5% |
| 1Y | -1.3% | -39.8% | +38.6% | +10.7% |
| 3Y | +124.3% | -65.6% | +189.9% | +188.0% |
| 5Y | +51.1% | -62.1% | +113.2% | +85.5% |
| 10Y | +252.4% | +47.8% | +204.6% | +221.7% |
| All | +624.0% | +252.7% | +371.4% | +539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling