+3,581.2%
COP vs SUI
+4,109.4%
-528.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -11.5% | +6.2% | -17.7% | -13.3% |
| 30D | +5.0% | +8.6% | -3.6% | +2.0% |
| 3M | +17.5% | +1.0% | +16.5% | +16.6% |
| 6M | +16.2% | -2.6% | +18.8% | +16.5% |
| YTD | +48.8% | -0.1% | +48.9% | +47.6% |
| 1Y | +64.1% | +0.5% | +63.6% | +62.4% |
| 3Y | +25.7% | +15.3% | +10.4% | +16.9% |
| 5Y | +114.4% | -26.1% | +140.5% | +124.9% |
| 10Y | +331.7% | +117.8% | +213.8% | +212.4% |
| All | +3,581.2% | +4,109.4% | -528.2% | +1,053.7% |
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 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