+100.5%
COF vs SWK
+46.0%
+54.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -1.5% | +11.0% | -12.5% | -6.0% |
| 30D | +3.0% | +30.1% | -27.0% | -8.0% |
| 3M | -7.9% | +14.7% | -22.6% | -13.5% |
| 6M | +5.2% | +44.5% | -39.3% | -10.6% |
| YTD | -15.7% | +59.4% | -75.1% | -31.7% |
| 1Y | -5.5% | +77.5% | -83.0% | -26.9% |
| 3Y | +100.5% | +49.5% | +51.1% | +56.1% |
| All | +100.5% | +46.0% | +54.6% | +56.1% |
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