+126.1%
COF vs SW
+19.6%
+106.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +1.8% | -5.1% | +6.9% | +3.4% |
| 30D | -0.6% | -4.6% | +4.0% | +0.7% |
| 3M | +20.3% | +9.4% | +10.9% | +16.6% |
| 6M | +13.0% | +3.5% | +9.5% | +10.8% |
| YTD | -8.3% | +22.0% | -30.4% | -14.9% |
| 1Y | -1.5% | +2.2% | -3.7% | -4.1% |
| All | +126.1% | +19.6% | +106.5% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling