+707.9%
COFS vs SPY
+866.1%
-158.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +1.4% | -0.6% | +1.9% | +1.5% |
| 30D | +13.1% | -3.7% | +16.8% | +13.8% |
| 3M | +9.0% | -2.7% | +11.7% | +9.4% |
| 6M | +18.8% | +2.2% | +16.6% | +18.3% |
| YTD | +28.0% | +10.8% | +17.2% | +25.9% |
| 1Y | +30.0% | +11.2% | +18.8% | +27.8% |
| 3Y | +83.6% | +76.5% | +7.1% | +70.5% |
| 5Y | +74.6% | +72.9% | +1.7% | +61.9% |
| 10Y | +162.5% | +304.8% | -142.3% | +129.7% |
| All | +707.9% | +866.1% | -158.1% | +568.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling