+94.7%
COF vs STT
+182.6%
-87.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -3.4% | +4.8% | -8.1% | -7.2% |
| 30D | +0.4% | +3.9% | -3.6% | -3.2% |
| 3M | -12.5% | -8.2% | -4.4% | -6.4% |
| 6M | +8.3% | +15.6% | -7.3% | -6.2% |
| YTD | -18.6% | +37.6% | -56.2% | -40.3% |
| 1Y | -8.6% | +50.1% | -58.7% | -38.3% |
| 3Y | +94.7% | +183.1% | -88.4% | -23.7% |
| All | +94.7% | +182.6% | -87.9% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling