+221.1%
COF vs SW
+182.7%
+38.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.8% |
| 7D | -1.5% | +2.3% | -3.8% | -1.9% |
| 30D | +3.0% | +6.8% | -3.7% | +1.8% |
| 3M | -7.9% | -5.2% | -2.7% | -7.2% |
| 6M | +5.2% | +7.4% | -2.2% | +3.4% |
| YTD | -15.7% | +17.4% | -33.1% | -18.8% |
| 1Y | -5.5% | +27.1% | -32.6% | -10.1% |
| 3Y | +100.5% | +47.9% | +52.7% | +86.0% |
| 5Y | +42.3% | -2.6% | +44.9% | +34.4% |
| All | +221.1% | +182.7% | +38.4% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling