+96.7%
COF vs STRL
+358.3%
-261.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.1% |
| 7D | -4.5% | +7.1% | -11.6% | -5.5% |
| 30D | -2.0% | -39.4% | +37.4% | +3.4% |
| 3M | -9.7% | -43.0% | +33.2% | -4.4% |
| 6M | +8.0% | -65.0% | +73.0% | +20.5% |
| YTD | -17.7% | -0.8% | -16.9% | -26.8% |
| 1Y | -9.3% | -20.3% | +11.0% | -15.9% |
| All | +96.7% | +358.3% | -261.6% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling