+3,559.3%
COP vs SUI
+4,171.7%
-612.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -9.7% | +8.8% | -18.5% | -12.2% |
| 30D | +4.7% | +8.9% | -4.2% | +1.7% |
| 3M | +18.5% | +2.0% | +16.5% | +17.3% |
| 6M | +11.4% | -0.6% | +12.0% | +11.0% |
| YTD | +47.9% | +1.3% | +46.5% | +46.0% |
| 1Y | +59.3% | +1.3% | +58.1% | +57.3% |
| 3Y | +23.6% | +16.3% | +7.3% | +14.6% |
| 5Y | +113.1% | -25.1% | +138.1% | +122.6% |
| 10Y | +329.1% | +121.1% | +208.0% | +209.1% |
| All | +3,559.3% | +4,171.7% | -612.4% | +1,041.8% |
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