+261.7%
COF vs SWK
+3.6%
+258.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | +1.8% | -0.4% | +2.3% | +2.1% |
| 30D | -0.6% | -5.7% | +5.2% | +2.9% |
| 3M | +20.3% | +24.1% | -3.8% | +4.7% |
| 6M | +13.0% | +24.7% | -11.7% | -3.0% |
| YTD | -8.3% | +33.9% | -42.3% | -25.0% |
| 1Y | -1.5% | +34.7% | -36.1% | -20.5% |
| 3Y | +122.3% | +15.3% | +107.0% | +84.5% |
| 5Y | +52.5% | -39.3% | +91.8% | +88.1% |
| All | +261.7% | +3.6% | +258.1% | +192.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling