+208.1%
COF vs SWKS
+37.5%
+170.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -5.8% | -2.7% | -3.0% | -4.8% |
| 30D | -0.3% | +8.5% | -8.8% | -3.5% |
| 3M | -8.5% | +17.3% | -25.8% | -15.7% |
| 6M | +5.6% | +25.1% | -19.5% | -7.6% |
| YTD | -17.1% | +33.3% | -50.5% | -30.7% |
| 1Y | -7.4% | +22.9% | -30.3% | -19.9% |
| 3Y | +99.1% | +5.5% | +93.5% | +69.1% |
| 5Y | +39.5% | -41.9% | +81.4% | +51.3% |
| 10Y | +208.1% | +32.4% | +175.7% | +126.8% |
| All | +208.1% | +37.5% | +170.6% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling