+213.2%
COF vs SWKS
+36.4%
+176.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.4% |
| 7D | -1.5% | -6.2% | +4.7% | +0.9% |
| 30D | +3.0% | -1.5% | +4.5% | +3.4% |
| 3M | -7.9% | +23.0% | -30.9% | -16.9% |
| 6M | +5.2% | +27.6% | -22.4% | -8.8% |
| YTD | -15.7% | +32.3% | -48.0% | -29.4% |
| 1Y | -5.5% | +20.1% | -25.6% | -17.4% |
| 3Y | +100.5% | +0.6% | +99.9% | +74.1% |
| 5Y | +42.3% | -42.3% | +84.7% | +54.7% |
| All | +213.2% | +36.4% | +176.8% | +131.3% |
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