+130.2%
COF vs SWKS
-20.0%
+150.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.3% |
| 7D | +1.8% | +12.5% | -10.7% | -1.2% |
| 30D | -0.6% | +10.5% | -11.1% | -3.2% |
| 3M | +20.3% | -7.4% | +27.7% | +21.9% |
| 6M | +13.0% | +32.7% | -19.6% | +1.3% |
| YTD | -8.3% | +19.2% | -27.5% | -15.3% |
| 1Y | -1.5% | +2.4% | -3.8% | -5.1% |
| All | +130.2% | -20.0% | +150.2% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling