+240.0%
COF vs STT
+267.9%
-27.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.5% |
| 7D | -6.1% | -1.4% | -4.7% | -5.0% |
| 30D | -5.2% | +2.2% | -7.3% | -6.8% |
| 3M | +17.0% | +18.8% | -1.8% | +1.7% |
| 6M | +12.9% | +57.9% | -45.0% | -21.8% |
| YTD | -13.5% | +51.0% | -64.5% | -38.0% |
| 1Y | -5.9% | +77.1% | -83.0% | -40.5% |
| 3Y | +117.1% | +199.8% | -82.7% | -8.5% |
| 5Y | +45.4% | +156.0% | -110.6% | -33.7% |
| All | +240.0% | +267.9% | -27.8% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling