+98.3%
STM vs COF
-10.2%
+108.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +12.0% | -3.4% | +15.4% | +13.4% |
| 30D | -0.4% | +0.4% | -0.7% | -0.2% |
| 3M | -13.2% | -12.5% | -0.6% | -8.8% |
| 6M | -26.1% | +8.3% | -34.4% | -29.0% |
| YTD | +81.2% | -18.6% | +99.7% | +94.9% |
| 1Y | +98.3% | -8.6% | +106.9% | +91.8% |
| All | +98.3% | -10.2% | +108.5% | +91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling