+94.7%
COF vs SWK
+50.7%
+44.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -3.4% | -1.4% | -2.0% | -2.9% |
| 30D | +0.4% | +25.5% | -25.1% | -9.1% |
| 3M | -12.5% | +11.8% | -24.3% | -17.0% |
| 6M | +8.3% | +48.7% | -40.4% | -9.2% |
| YTD | -18.6% | +57.2% | -75.8% | -33.7% |
| 1Y | -8.6% | +75.3% | -83.9% | -29.0% |
| 3Y | +94.7% | +51.9% | +42.7% | +52.2% |
| All | +94.7% | +50.7% | +44.0% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling