+219.5%
SLV vs COF
+214.2%
+5.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.2% |
| 7D | -5.8% | -3.4% | -2.5% | -5.6% |
| 30D | -12.1% | +0.4% | -12.5% | -12.1% |
| 3M | -24.1% | -12.5% | -11.6% | -23.4% |
| 6M | -44.4% | +8.3% | -52.7% | -44.7% |
| YTD | -31.5% | -18.6% | -12.9% | -30.7% |
| 1Y | -6.9% | -8.6% | +1.7% | -6.6% |
| 3Y | +116.0% | +94.7% | +21.3% | +104.9% |
| 5Y | +88.4% | +35.3% | +53.1% | +81.3% |
| 10Y | +167.9% | +185.1% | -17.2% | +140.9% |
| All | +219.5% | +214.2% | +5.3% | +193.6% |
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