+123.8%
STX vs COF
-4.4%
+128.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.1% | -7.0% | -7.8% |
| 7D | -20.2% | +0.7% | -20.9% | -20.3% |
| 30D | -37.2% | +5.7% | -42.9% | -38.0% |
| 3M | -34.1% | -6.7% | -27.3% | -32.8% |
| 6M | -24.5% | +9.5% | -33.9% | -28.1% |
| YTD | +102.9% | -13.9% | +116.8% | +107.2% |
| 1Y | +123.8% | -5.1% | +128.9% | +114.7% |
| All | +123.8% | -4.4% | +128.2% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling