+41.7%
COF vs SUI
-26.3%
+68.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -1.5% | +6.2% | -7.7% | -3.9% |
| 30D | +3.0% | +8.6% | -5.5% | -0.7% |
| 3M | -7.9% | +1.0% | -8.9% | -8.6% |
| 6M | +5.2% | -2.6% | +7.8% | +5.6% |
| YTD | -15.7% | -0.1% | -15.6% | -16.4% |
| 1Y | -5.5% | +0.5% | -5.9% | -6.6% |
| 3Y | +100.5% | +15.3% | +85.3% | +79.8% |
| All | +41.7% | -26.3% | +68.0% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling