+465.1%
STM vs COF
+185.2%
+279.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | +12.0% | -3.4% | +15.4% | +13.9% |
| 30D | -0.4% | +0.4% | -0.7% | -0.5% |
| 3M | -13.2% | -12.5% | -0.6% | -7.0% |
| 6M | -26.1% | +8.3% | -34.4% | -29.7% |
| YTD | +81.2% | -18.6% | +99.7% | +98.0% |
| 1Y | +98.3% | -8.6% | +106.9% | +103.8% |
| 3Y | +16.7% | +94.7% | -77.9% | -20.9% |
| 5Y | -4.8% | +35.3% | -40.2% | -24.6% |
| All | +465.1% | +185.2% | +279.9% | +201.0% |
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