+52.8%
COF vs SWK
-38.7%
+91.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +1.8% | -0.4% | +2.3% | +2.0% |
| 30D | -0.6% | -5.7% | +5.2% | +2.2% |
| 3M | +20.3% | +24.1% | -3.8% | +7.7% |
| 6M | +13.0% | +24.7% | -11.7% | +0.2% |
| YTD | -8.3% | +33.9% | -42.3% | -21.7% |
| 1Y | -1.5% | +34.7% | -36.1% | -16.8% |
| 3Y | +122.3% | +15.3% | +107.0% | +91.9% |
| All | +52.8% | -38.7% | +91.5% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling