-5.9%
COF vs STRL
+66.6%
-72.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.7% |
| 7D | -6.1% | +5.4% | -11.5% | -6.3% |
| 30D | -5.2% | -9.0% | +3.8% | -4.8% |
| 3M | +17.0% | -37.1% | +54.1% | +19.3% |
| 6M | +12.9% | +17.8% | -4.9% | +6.8% |
| YTD | -13.5% | +58.3% | -71.9% | -21.0% |
| 1Y | -5.9% | +61.0% | -66.9% | -14.6% |
| All | -5.9% | +66.6% | -72.5% | -14.6% |
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