+5,862.7%
COF vs SWK
+1,076.2%
+4,786.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.0% |
| 7D | +1.8% | -0.4% | +2.3% | +2.1% |
| 30D | -0.6% | -5.7% | +5.2% | +3.1% |
| 3M | +20.3% | +24.1% | -3.8% | +4.0% |
| 6M | +13.0% | +24.7% | -11.7% | -3.8% |
| YTD | -8.3% | +33.9% | -42.3% | -25.8% |
| 1Y | -1.5% | +34.7% | -36.1% | -21.5% |
| 3Y | +122.3% | +15.3% | +107.0% | +82.6% |
| 5Y | +52.5% | -39.3% | +91.8% | +81.8% |
| 10Y | +264.9% | +2.5% | +262.4% | +194.7% |
| All | +5,862.7% | +1,076.2% | +4,786.6% | +1,251.9% |
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