+5,252.1%
COF vs SUI
+3,346.4%
+1,905.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +1.2% |
| 7D | -4.5% | -2.4% | -2.0% | -3.0% |
| 30D | -2.0% | +3.3% | -5.3% | -4.5% |
| 3M | -9.7% | +0.7% | -10.4% | -10.8% |
| 6M | +8.0% | -4.1% | +12.1% | +9.4% |
| YTD | -17.7% | -1.8% | -15.9% | -18.1% |
| 1Y | -9.3% | -4.1% | -5.3% | -8.5% |
| 3Y | +96.3% | +17.4% | +78.9% | +66.6% |
| 5Y | +37.0% | -27.0% | +64.0% | +54.3% |
| 10Y | +188.1% | +121.2% | +66.9% | +46.9% |
| All | +5,252.1% | +3,346.4% | +1,905.7% | +350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling