+41.7%
COF vs SW
-2.6%
+44.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.8% |
| 7D | -1.5% | +2.3% | -3.8% | -2.0% |
| 30D | +3.0% | +6.8% | -3.7% | +1.4% |
| 3M | -7.9% | -5.2% | -2.7% | -7.0% |
| 6M | +5.2% | +7.4% | -2.2% | +2.9% |
| YTD | -15.7% | +17.4% | -33.1% | -19.7% |
| 1Y | -5.5% | +27.1% | -32.6% | -11.5% |
| 3Y | +100.5% | +47.9% | +52.7% | +83.0% |
| All | +41.7% | -2.6% | +44.3% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling