+118.1%
COF vs SYY
+29.1%
+89.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | -5.1% | +3.9% | -9.1% | -6.0% |
| 30D | -6.0% | -1.7% | -4.3% | -5.6% |
| 3M | +14.8% | +5.2% | +9.7% | +13.3% |
| 6M | +15.3% | -0.2% | +15.5% | +14.8% |
| YTD | -13.0% | +15.4% | -28.4% | -18.0% |
| 1Y | -5.7% | +5.6% | -11.3% | -8.1% |
| 3Y | +118.1% | +28.9% | +89.3% | +97.8% |
| All | +118.1% | +29.1% | +89.0% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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