+5,862.8%
COF vs STRL
+12,062.2%
-6,199.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.9% |
| 7D | +1.8% | +3.4% | -1.6% | +1.5% |
| 30D | -0.6% | -9.2% | +8.7% | +0.1% |
| 3M | +20.3% | -51.0% | +71.3% | +26.3% |
| 6M | +13.0% | +15.8% | -2.8% | +9.2% |
| YTD | -8.3% | +58.9% | -67.2% | -13.9% |
| 1Y | -1.5% | +68.5% | -70.0% | -8.3% |
| 3Y | +122.3% | +485.2% | -363.0% | +84.6% |
| 5Y | +52.5% | +2,005.1% | -1,952.6% | +14.5% |
| 10Y | +264.9% | +7,118.0% | -6,853.1% | +150.1% |
| All | +5,862.8% | +12,062.2% | -6,199.5% | +4,064.4% |
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 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