+52.8%
COF vs SWKS
-53.5%
+106.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.6% |
| 7D | +1.8% | +12.5% | -10.7% | -2.4% |
| 30D | -0.6% | +10.5% | -11.1% | -4.2% |
| 3M | +20.3% | -7.4% | +27.7% | +22.3% |
| 6M | +13.0% | +32.7% | -19.6% | -2.4% |
| YTD | -8.3% | +19.2% | -27.5% | -17.7% |
| 1Y | -1.5% | +2.4% | -3.8% | -6.6% |
| 3Y | +122.3% | -25.6% | +147.9% | +124.0% |
| All | +52.8% | -53.5% | +106.3% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling