+113.0%
COP vs SUI
-26.3%
+139.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -11.5% | +6.2% | -17.7% | -12.4% |
| 30D | +5.0% | +8.6% | -3.6% | +3.5% |
| 3M | +17.5% | +1.0% | +16.5% | +17.2% |
| 6M | +16.2% | -2.6% | +18.8% | +16.5% |
| YTD | +48.8% | -0.1% | +48.9% | +48.3% |
| 1Y | +64.1% | +0.5% | +63.6% | +63.4% |
| 3Y | +25.7% | +15.3% | +10.4% | +21.2% |
| All | +113.0% | -26.3% | +139.3% | +122.1% |
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 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