+178.6%
COF vs SWKS
+45.5%
+133.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.3% | -1.6% |
| 7D | -4.5% | +5.7% | -10.2% | -6.5% |
| 30D | -2.0% | +17.3% | -19.3% | -8.0% |
| 3M | -9.7% | +28.3% | -38.0% | -19.8% |
| 6M | +8.0% | +26.1% | -18.0% | -5.6% |
| YTD | -17.7% | +41.1% | -58.8% | -32.8% |
| 1Y | -9.3% | +31.4% | -40.7% | -23.7% |
| 3Y | +96.3% | +7.3% | +89.0% | +66.2% |
| 5Y | +37.0% | -37.7% | +74.7% | +44.5% |
| All | +178.6% | +45.5% | +133.1% | +97.8% |
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