+35.7%
COF vs STT
+104.1%
-68.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -3.4% | +4.8% | -8.1% | -6.7% |
| 30D | +0.4% | +3.9% | -3.6% | -2.7% |
| 3M | -12.5% | -8.2% | -4.4% | -7.2% |
| 6M | +8.3% | +15.6% | -7.3% | -3.9% |
| YTD | -18.6% | +37.6% | -56.2% | -36.9% |
| 1Y | -8.6% | +50.1% | -58.7% | -33.8% |
| 3Y | +94.7% | +183.1% | -88.4% | -10.2% |
| All | +35.7% | +104.1% | -68.4% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling