+252.4%
COF vs SWK
+0.7%
+251.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -0.9% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -1.4% | -8.9% | +7.5% | +4.2% |
| 3M | +19.0% | +20.5% | -1.5% | +5.5% |
| 6M | +14.9% | +27.1% | -12.2% | -2.6% |
| YTD | -10.7% | +30.2% | -40.9% | -25.6% |
| 1Y | -1.3% | +24.8% | -26.0% | -16.4% |
| 3Y | +124.3% | +16.3% | +108.0% | +84.7% |
| 5Y | +51.1% | -40.1% | +91.2% | +87.9% |
| 10Y | +252.4% | +0.8% | +251.6% | +189.9% |
| All | +252.4% | +0.7% | +251.7% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SWK 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling