-8.6%
COF vs STRL
-22.7%
+14.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +0.9% |
| 7D | -3.4% | +15.7% | -19.0% | -3.9% |
| 30D | +0.4% | -35.5% | +35.8% | +2.0% |
| 3M | -12.5% | -47.1% | +34.6% | -10.5% |
| 6M | +8.3% | -65.8% | +74.1% | +12.4% |
| YTD | -18.6% | -4.5% | -14.0% | -23.7% |
| 1Y | -8.6% | -10.5% | +1.9% | -14.2% |
| All | -8.6% | -22.7% | +14.0% | -14.2% |
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