+45.4%
COF vs STZ
-37.5%
+82.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.4% |
| 7D | -6.1% | -4.1% | -2.0% | -4.8% |
| 30D | -5.2% | -7.6% | +2.4% | -2.8% |
| 3M | +17.0% | -12.3% | +29.3% | +21.6% |
| 6M | +12.9% | -16.3% | +29.2% | +18.7% |
| YTD | -13.5% | -8.4% | -5.2% | -13.2% |
| 1Y | -5.9% | -10.8% | +5.0% | -4.8% |
| 3Y | +117.1% | -49.0% | +166.1% | +174.3% |
| 5Y | +45.4% | -36.5% | +81.9% | +47.3% |
| All | +45.4% | -37.5% | +82.9% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling