+94.7%
COF vs SWKS
+11.3%
+83.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.4% | +9.4% | -12.8% | -5.3% |
| 30D | +0.4% | +17.0% | -16.6% | -3.2% |
| 3M | -12.5% | +28.9% | -41.5% | -18.5% |
| 6M | +8.3% | +33.1% | -24.8% | -1.4% |
| YTD | -18.6% | +44.8% | -63.4% | -28.8% |
| 1Y | -8.6% | +36.2% | -44.8% | -18.5% |
| 3Y | +94.7% | +11.5% | +83.2% | +61.0% |
| All | +94.7% | +11.3% | +83.4% | +61.0% |
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