+5,555.9%
COF vs SU
+9,077.0%
-3,521.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.1% | +2.2% | -7.4% | -5.9% |
| 30D | -6.0% | +8.4% | -14.5% | -9.0% |
| 3M | +14.8% | +12.1% | +2.7% | +9.0% |
| 6M | +15.3% | +19.7% | -4.3% | +5.6% |
| YTD | -13.0% | +58.4% | -71.5% | -28.9% |
| 1Y | -5.7% | +67.2% | -72.9% | -24.7% |
| 3Y | +118.1% | +125.0% | -6.9% | +52.8% |
| 5Y | +46.2% | +355.1% | -308.8% | -25.2% |
| 10Y | +246.1% | +263.7% | -17.6% | +81.3% |
| All | +5,555.9% | +9,077.0% | -3,521.1% | +1,686.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling