-1.3%
COF vs SWKS
+3.4%
-4.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.8% |
| 7D | +1.2% | +11.8% | -10.6% | -0.1% |
| 30D | -1.4% | +6.7% | -8.1% | -2.2% |
| 3M | +19.0% | 0.0% | +19.0% | +18.4% |
| 6M | +14.9% | +38.7% | -23.8% | +5.6% |
| YTD | -10.7% | +21.4% | -32.0% | -15.3% |
| 1Y | -1.3% | +2.9% | -4.2% | -5.7% |
| All | -1.3% | +3.4% | -4.7% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling