+16.7%
STM vs COF
+95.3%
-78.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.4% |
| 3M | -13.2% | -12.5% | -0.6% | -7.0% |
| 6M | -26.1% | +8.3% | -34.4% | -29.9% |
| YTD | +81.2% | -18.6% | +99.7% | +99.2% |
| 1Y | +98.3% | -8.6% | +106.9% | +103.5% |
| 3Y | +16.7% | +94.7% | -77.9% | -16.7% |
| All | +16.7% | +95.3% | -78.6% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling