+655.9%
STM vs COF
+248.6%
+407.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -1.4% | -5.1% | +3.7% | +1.3% |
| 30D | -4.9% | -6.0% | +1.1% | -1.9% |
| 3M | -34.0% | +14.8% | -48.8% | -39.0% |
| 6M | +51.8% | +15.3% | +36.5% | +39.5% |
| YTD | +99.4% | -13.0% | +112.4% | +110.6% |
| 1Y | +99.1% | -5.7% | +104.8% | +100.7% |
| 3Y | +19.5% | +118.1% | -98.7% | -23.7% |
| 5Y | +19.5% | +46.2% | -26.7% | -9.5% |
| All | +655.9% | +248.6% | +407.2% | +271.9% |
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