-0.3%
SPOT vs COF
-4.4%
+4.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.7% |
| 7D | +16.6% | +0.7% | +15.9% | +16.4% |
| 30D | +29.9% | +5.7% | +24.2% | +28.9% |
| 3M | +31.3% | -6.7% | +38.0% | +32.1% |
| 6M | +43.2% | +9.5% | +33.7% | +42.0% |
| YTD | +8.1% | -13.9% | +22.0% | +7.2% |
| 1Y | -0.3% | -5.1% | +4.8% | -1.2% |
| All | -0.3% | -4.4% | +4.1% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling