+175.7%
COF vs STRL
+3,697.3%
-3,521.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +1.5% |
| 7D | -3.4% | +15.7% | -19.0% | -7.0% |
| 30D | +0.4% | -35.5% | +35.8% | +9.5% |
| 3M | -12.5% | -47.1% | +34.6% | -0.7% |
| 6M | +8.3% | -65.8% | +74.1% | +32.8% |
| YTD | -18.6% | -4.5% | -14.0% | -30.1% |
| 1Y | -8.6% | -10.5% | +1.9% | -20.6% |
| 3Y | +94.7% | +340.6% | -245.9% | -9.1% |
| 5Y | +35.3% | +911.0% | -875.7% | -55.8% |
| All | +175.7% | +3,697.3% | -3,521.6% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling