+251.0%
SPOT vs COF
+158.8%
+92.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.6% |
| 7D | -6.5% | -2.7% | -3.9% | -5.8% |
| 30D | +2.2% | -3.4% | +5.5% | +3.2% |
| 3M | +5.4% | +15.4% | -10.0% | +0.7% |
| 6M | -4.0% | +14.4% | -18.4% | -8.2% |
| YTD | -9.9% | -12.0% | +2.0% | -7.5% |
| 1Y | -27.3% | -3.7% | -23.5% | -27.6% |
| 3Y | +236.4% | +121.1% | +115.3% | +152.6% |
| 5Y | +112.6% | +47.8% | +64.8% | +74.8% |
| All | +251.0% | +158.8% | +92.2% | +139.8% |
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