+187.0%
SLV vs COF
+119.0%
+68.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.4% |
| 7D | +2.8% | -2.7% | +5.4% | +3.1% |
| 30D | +2.2% | -3.4% | +5.6% | +2.5% |
| 3M | +2.9% | +15.4% | -12.5% | +1.3% |
| 6M | -22.4% | +14.4% | -36.8% | -23.5% |
| YTD | -5.7% | -12.0% | +6.2% | -5.5% |
| 1Y | +63.3% | -3.7% | +67.1% | +62.6% |
| All | +187.0% | +119.0% | +68.0% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling