+120.8%
COF vs STRL
+526.3%
-405.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -2.7% | +8.2% | -10.9% | -3.7% |
| 30D | -3.4% | -6.3% | +2.9% | -2.7% |
| 3M | +15.4% | -41.2% | +56.6% | +22.4% |
| 6M | +14.4% | +20.4% | -5.9% | +3.9% |
| YTD | -12.0% | +61.7% | -73.7% | -25.2% |
| 1Y | -3.7% | +72.7% | -76.5% | -21.0% |
| All | +120.8% | +526.3% | -405.5% | +34.7% |
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