+3,343.4%
STX vs COF
+248.6%
+3,094.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.0% |
| 7D | -2.3% | -5.1% | +2.9% | -0.2% |
| 30D | -5.5% | -6.0% | +0.6% | -3.2% |
| 3M | -4.3% | +14.8% | -19.1% | -10.4% |
| 6M | +115.6% | +15.3% | +100.3% | +100.8% |
| YTD | +202.2% | -13.0% | +215.2% | +214.9% |
| 1Y | +325.3% | -5.7% | +331.0% | +326.2% |
| 3Y | +1,283.9% | +118.1% | +1,165.8% | +848.3% |
| 5Y | +1,048.3% | +46.2% | +1,002.1% | +800.6% |
| All | +3,343.4% | +248.6% | +3,094.8% | +1,642.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling