+47.8%
COF vs STT
+158.4%
-110.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -2.7% | +1.0% | -3.6% | -3.3% |
| 30D | -3.4% | +2.8% | -6.2% | -5.4% |
| 3M | +15.4% | +18.1% | -2.7% | +1.3% |
| 6M | +14.4% | +59.2% | -44.8% | -20.4% |
| YTD | -12.0% | +51.5% | -63.4% | -36.4% |
| 1Y | -3.7% | +75.7% | -79.4% | -38.0% |
| 3Y | +121.1% | +200.8% | -79.7% | -2.9% |
| 5Y | +47.8% | +155.8% | -108.0% | -31.6% |
| All | +47.8% | +158.4% | -110.6% | -31.6% |
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