+5,197.0%
COF vs STRL
+7,209.8%
-2,012.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +1.0% |
| 7D | -3.4% | +15.7% | -19.0% | -4.6% |
| 30D | +0.4% | -35.5% | +35.8% | +3.4% |
| 3M | -12.5% | -47.1% | +34.6% | -8.7% |
| 6M | +8.3% | -65.8% | +74.1% | +16.0% |
| YTD | -18.6% | -4.5% | -14.0% | -20.9% |
| 1Y | -8.6% | -10.5% | +1.9% | -10.9% |
| 3Y | +94.7% | +340.6% | -245.9% | +64.6% |
| 5Y | +35.3% | +911.0% | -875.7% | +6.8% |
| 10Y | +185.1% | +3,727.1% | -3,541.9% | +103.6% |
| All | +5,197.0% | +7,209.8% | -2,012.8% | +3,725.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling