+282.6%
SPGI vs COF
+246.6%
+35.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.3% |
| 7D | -8.9% | -6.1% | -2.8% | -7.0% |
| 30D | +0.6% | -5.2% | +5.8% | +2.4% |
| 3M | +2.0% | +17.0% | -15.0% | -3.5% |
| 6M | +0.1% | +12.9% | -12.8% | -4.3% |
| YTD | -16.4% | -13.5% | -2.9% | -13.1% |
| 1Y | -18.9% | -5.9% | -13.1% | -18.4% |
| 3Y | +13.8% | +117.1% | -103.4% | -16.8% |
| 5Y | +0.5% | +45.4% | -44.9% | -18.6% |
| All | +282.6% | +246.6% | +35.9% | +106.0% |
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