-9.7%
COF vs SWK
+77.0%
-86.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | -6.2% | +11.3% | -17.5% | -10.1% |
| 30D | -1.7% | +31.5% | -33.2% | -12.2% |
| 3M | -10.2% | +14.4% | -24.7% | -15.1% |
| 6M | +4.2% | +46.4% | -42.3% | -11.7% |
| YTD | -18.2% | +61.6% | -79.8% | -33.8% |
| 1Y | -9.7% | +78.7% | -88.5% | -31.6% |
| All | -9.7% | +77.0% | -86.7% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling