+252.4%
COF vs SWKS
+30.1%
+222.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -3.3% |
| 7D | +1.2% | +11.8% | -10.6% | -3.3% |
| 30D | -1.4% | +6.7% | -8.1% | -4.1% |
| 3M | +19.0% | 0.0% | +19.0% | +17.6% |
| 6M | +14.9% | +38.7% | -23.8% | -3.7% |
| YTD | -10.7% | +21.4% | -32.0% | -21.1% |
| 1Y | -1.3% | +2.9% | -4.2% | -7.3% |
| 3Y | +124.3% | -16.4% | +140.7% | +114.9% |
| 5Y | +51.1% | -51.2% | +102.3% | +78.7% |
| 10Y | +252.4% | +31.0% | +221.3% | +164.7% |
| All | +252.4% | +30.1% | +222.2% | +164.7% |
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