+578.8%
COF vs SW
+755.0%
-176.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +1.8% | -5.1% | +6.9% | +2.4% |
| 30D | -0.6% | -4.6% | +4.0% | -0.1% |
| 3M | +20.3% | +9.4% | +10.9% | +19.1% |
| 6M | +13.0% | +3.5% | +9.5% | +12.3% |
| YTD | -8.3% | +22.0% | -30.4% | -10.5% |
| 1Y | -1.5% | +2.2% | -3.7% | -2.3% |
| 3Y | +122.3% | +19.6% | +102.7% | +116.3% |
| 5Y | +52.5% | -2.3% | +54.8% | +47.7% |
| 10Y | +264.9% | +181.4% | +83.5% | +228.7% |
| All | +578.8% | +755.0% | -176.2% | +524.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling