+21.1%
STM vs COF
+48.7%
-27.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | 0.0% |
| 7D | +1.7% | -2.7% | +4.3% | +3.1% |
| 30D | -5.2% | -3.4% | -1.8% | -3.6% |
| 3M | -29.6% | +15.4% | -45.0% | -35.2% |
| 6M | +54.4% | +14.4% | +39.9% | +41.9% |
| YTD | +99.5% | -12.0% | +111.5% | +109.9% |
| 1Y | +100.8% | -3.7% | +104.5% | +100.1% |
| 3Y | +20.2% | +121.1% | -100.9% | -25.0% |
| 5Y | +21.1% | +47.8% | -26.7% | -14.8% |
| All | +21.1% | +48.7% | -27.6% | -14.8% |
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 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