+5,156.8%
COF vs SWK
+1,277.3%
+3,879.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -0.4% |
| 7D | -5.0% | -2.0% | -3.1% | -3.9% |
| 30D | -2.3% | +24.6% | -26.9% | -15.9% |
| 3M | -12.7% | +10.8% | -23.4% | -19.3% |
| 6M | +6.2% | +46.1% | -39.9% | -18.5% |
| YTD | -19.2% | +56.8% | -76.0% | -41.6% |
| 1Y | -11.5% | +72.7% | -84.2% | -40.0% |
| 3Y | +92.8% | +49.9% | +42.9% | +32.1% |
| 5Y | +34.3% | -30.9% | +65.2% | +46.2% |
| 10Y | +183.0% | +18.1% | +164.9% | +106.2% |
| All | +5,156.8% | +1,277.3% | +3,879.5% | +963.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling