+242.0%
COF vs STZ
-11.3%
+253.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | -5.1% | -4.5% | -0.7% | -3.0% |
| 30D | -6.0% | -8.6% | +2.6% | -2.0% |
| 3M | +14.8% | -13.8% | +28.6% | +22.7% |
| 6M | +15.3% | -17.2% | +32.5% | +24.9% |
| YTD | -13.0% | -9.4% | -3.7% | -11.5% |
| 1Y | -5.7% | -11.9% | +6.1% | -3.1% |
| 3Y | +118.1% | -49.6% | +167.7% | +195.4% |
| 5Y | +46.2% | -37.2% | +83.4% | +70.9% |
| All | +242.0% | -11.3% | +253.3% | +240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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