+115.3%
SPOT vs COF
+44.8%
+70.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -3.1% | -5.1% | +2.1% | -1.0% |
| 30D | +7.4% | -6.0% | +13.4% | +10.0% |
| 3M | +8.2% | +14.8% | -6.7% | +1.9% |
| 6M | +2.2% | +15.3% | -13.1% | -4.3% |
| YTD | -9.5% | -13.0% | +3.6% | -5.6% |
| 1Y | -23.8% | -5.7% | -18.1% | -23.7% |
| 3Y | +233.5% | +118.1% | +115.3% | +106.6% |
| All | +115.3% | +44.8% | +70.5% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling