+2,285.7%
STM vs COF
+6,479.6%
-4,193.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +5.8% | +1.8% | +4.0% | +5.0% |
| 30D | -1.0% | -0.6% | -0.4% | -0.9% |
| 3M | -33.3% | +20.3% | -53.6% | -38.2% |
| 6M | +57.4% | +13.0% | +44.3% | +49.0% |
| YTD | +102.2% | -8.3% | +110.5% | +106.7% |
| 1Y | +99.6% | -1.5% | +101.1% | +97.8% |
| 3Y | +14.5% | +122.3% | -107.7% | -18.2% |
| 5Y | +21.4% | +52.5% | -31.1% | -1.5% |
| 10Y | +695.0% | +264.9% | +430.1% | +340.8% |
| All | +2,285.7% | +6,479.6% | -4,193.8% | +319.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling