+250.3%
COF vs SUI
+104.7%
+145.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.8% |
| 7D | -2.7% | -4.3% | +1.6% | -0.5% |
| 30D | -3.4% | -2.1% | -1.2% | -2.4% |
| 3M | +15.4% | -6.1% | +21.5% | +18.5% |
| 6M | +14.4% | -12.8% | +27.2% | +21.8% |
| YTD | -12.0% | -4.6% | -7.3% | -10.5% |
| 1Y | -3.7% | -7.7% | +3.9% | -0.8% |
| 3Y | +121.1% | +10.9% | +110.1% | +99.7% |
| 5Y | +47.8% | -32.4% | +80.2% | +73.3% |
| 10Y | +250.3% | +105.7% | +144.6% | +230.1% |
| All | +250.3% | +104.7% | +145.6% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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