+310.1%
COP vs SUI
+117.1%
+193.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -6.1% | +3.4% | -9.5% | -7.1% |
| 30D | +1.1% | +4.6% | -3.5% | -0.5% |
| 3M | +10.9% | +1.6% | +9.4% | +10.0% |
| 6M | +20.8% | -3.5% | +24.2% | +21.4% |
| YTD | +48.0% | -1.0% | +49.0% | +47.3% |
| 1Y | +58.5% | -1.7% | +60.3% | +58.0% |
| 3Y | +28.1% | +18.4% | +9.8% | +17.8% |
| 5Y | +120.5% | -26.3% | +146.8% | +135.8% |
| 10Y | +310.1% | +123.3% | +186.8% | +291.7% |
| All | +310.1% | +117.1% | +193.0% | +291.7% |
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