+242.0%
COF vs SU
+267.2%
-25.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.1% | +2.2% | -7.4% | -6.1% |
| 30D | -6.0% | +8.4% | -14.5% | -9.4% |
| 3M | +14.8% | +12.1% | +2.7% | +8.2% |
| 6M | +15.3% | +19.7% | -4.3% | +4.0% |
| YTD | -13.0% | +58.4% | -71.5% | -31.4% |
| 1Y | -5.7% | +67.2% | -72.9% | -27.7% |
| 3Y | +118.1% | +125.0% | -6.9% | +42.3% |
| 5Y | +46.2% | +355.1% | -308.8% | -37.1% |
| All | +242.0% | +267.2% | -25.2% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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