+329.8%
SLV vs COF
+244.6%
+85.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | +2.5% | +1.2% | +1.3% | +2.4% |
| 30D | +3.3% | -1.4% | +4.7% | +3.3% |
| 3M | -3.6% | +19.0% | -22.6% | -4.8% |
| 6M | -21.8% | +14.9% | -36.7% | -22.6% |
| YTD | -7.8% | -10.7% | +2.8% | -7.4% |
| 1Y | +58.3% | -1.3% | +59.6% | +57.9% |
| 3Y | +182.6% | +124.3% | +58.3% | +165.3% |
| 5Y | +167.8% | +51.1% | +116.7% | +155.5% |
| 10Y | +218.9% | +252.4% | -33.5% | +182.9% |
| All | +329.8% | +244.6% | +85.3% | +292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling