+365.4%
STX vs COF
+0.3%
+365.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.4% |
| 7D | +2.4% | +1.8% | +0.5% | +1.9% |
| 30D | +1.4% | -0.6% | +2.0% | +1.5% |
| 3M | -8.2% | +20.3% | -28.5% | -13.4% |
| 6M | +127.0% | +13.0% | +114.0% | +116.5% |
| YTD | +209.1% | -8.3% | +217.5% | +205.9% |
| 1Y | +365.4% | -1.5% | +366.9% | +360.7% |
| All | +365.4% | +0.3% | +365.1% | +360.7% |
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