+83.8%
SPYM vs COF
+44.8%
+39.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | -0.8% | -5.1% | +4.4% | +0.9% |
| 30D | -1.1% | -6.0% | +4.9% | +0.8% |
| 3M | +3.9% | +14.8% | -10.9% | -0.9% |
| 6M | +13.6% | +15.3% | -1.7% | +8.0% |
| YTD | +12.7% | -13.0% | +25.8% | +16.6% |
| 1Y | +17.6% | -5.7% | +23.3% | +18.0% |
| 3Y | +77.2% | +118.1% | -40.9% | +30.8% |
| All | +83.8% | +44.8% | +39.0% | +47.5% |
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