-5.1%
COF vs STRL
-30.1%
+25.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -21.5% | +20.3% | -0.2% |
| 7D | +0.7% | -27.1% | +27.8% | +2.0% |
| 30D | +5.7% | -45.8% | +51.5% | +8.4% |
| 3M | -6.7% | -47.6% | +40.9% | -4.3% |
| 6M | +9.5% | -46.4% | +55.9% | +10.2% |
| YTD | -13.9% | -7.4% | -6.5% | -19.8% |
| 1Y | -5.1% | -25.9% | +20.8% | -9.9% |
| All | -5.1% | -30.1% | +25.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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