+47.8%
COF vs STRL
+2,102.6%
-2,054.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -2.7% | +8.2% | -10.9% | -4.1% |
| 30D | -3.4% | -6.3% | +2.9% | -2.5% |
| 3M | +15.4% | -41.2% | +56.6% | +25.0% |
| 6M | +14.4% | +20.4% | -5.9% | +1.0% |
| YTD | -12.0% | +61.7% | -73.7% | -28.6% |
| 1Y | -3.7% | +72.7% | -76.5% | -25.1% |
| 3Y | +121.1% | +530.9% | -409.9% | +8.1% |
| 5Y | +47.8% | +2,125.4% | -2,077.6% | -62.4% |
| All | +47.8% | +2,102.6% | -2,054.8% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling