-5.1%
COF vs SW
+29.5%
-34.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -2.3% |
| 7D | +0.7% | +12.1% | -11.4% | -2.5% |
| 30D | +5.7% | +6.6% | -0.8% | +3.7% |
| 3M | -6.7% | -6.0% | -0.7% | -5.3% |
| 6M | +9.5% | +21.5% | -12.0% | +2.9% |
| YTD | -13.9% | +20.3% | -34.2% | -19.8% |
| 1Y | -5.1% | +28.1% | -33.2% | -14.2% |
| All | -5.1% | +29.5% | -34.6% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling