+216.5%
SLV vs COF
+246.6%
-30.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -5.1% |
| 7D | -5.0% | -6.1% | +1.0% | -4.5% |
| 30D | -1.8% | -5.2% | +3.4% | -1.3% |
| 3M | -0.3% | +17.0% | -17.3% | -1.8% |
| 6M | -28.2% | +12.9% | -41.1% | -29.1% |
| YTD | -10.7% | -13.5% | +2.8% | -9.9% |
| 1Y | +53.7% | -5.9% | +59.6% | +53.9% |
| 3Y | +173.7% | +117.1% | +56.6% | +150.8% |
| 5Y | +161.5% | +45.4% | +116.1% | +144.8% |
| All | +216.5% | +246.6% | -30.2% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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