+240.0%
COF vs SYK
+173.6%
+66.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.5% |
| 7D | -6.1% | -12.3% | +6.3% | +2.0% |
| 30D | -5.2% | -22.4% | +17.3% | +11.3% |
| 3M | +17.0% | -12.3% | +29.3% | +25.0% |
| 6M | +12.9% | -24.3% | +37.2% | +32.3% |
| YTD | -13.5% | -22.8% | +9.2% | -0.4% |
| 1Y | -5.9% | -28.8% | +22.9% | +14.3% |
| 3Y | +117.1% | -4.0% | +121.1% | +109.6% |
| 5Y | +45.4% | +3.8% | +41.5% | +28.5% |
| All | +240.0% | +173.6% | +66.4% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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