+530.1%
COF vs SW
+730.4%
-200.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -2.3% | +4.7% | -7.0% | -2.8% |
| 30D | +4.1% | +5.0% | -0.9% | +3.5% |
| 3M | -7.7% | -7.3% | -0.4% | -7.1% |
| 6M | +8.3% | +15.0% | -6.7% | +6.5% |
| YTD | -14.9% | +18.5% | -33.4% | -16.7% |
| 1Y | -6.5% | +27.1% | -33.6% | -9.1% |
| 3Y | +100.8% | +49.3% | +51.5% | +92.6% |
| 5Y | +43.7% | -1.6% | +45.4% | +39.3% |
| 10Y | +231.9% | +185.4% | +46.6% | +199.6% |
| All | +530.1% | +730.4% | -200.3% | +481.1% |
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 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