+5,709.6%
COF vs STZ
+3,333.5%
+2,376.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.0% | -0.6% |
| 7D | +1.2% | -7.4% | +8.6% | +3.9% |
| 30D | -1.4% | -10.9% | +9.5% | +2.5% |
| 3M | +19.0% | -13.4% | +32.5% | +24.6% |
| 6M | +14.9% | -16.2% | +31.1% | +21.1% |
| YTD | -10.7% | -10.4% | -0.2% | -8.7% |
| 1Y | -1.3% | -14.8% | +13.5% | +2.4% |
| 3Y | +124.3% | -50.1% | +174.5% | +175.0% |
| 5Y | +51.1% | -38.8% | +89.9% | +72.4% |
| 10Y | +252.4% | -14.1% | +266.5% | +255.2% |
| All | +5,709.6% | +3,333.5% | +2,376.1% | +2,198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling