+102.4%
STX vs COF
-10.2%
+112.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | +14.6% | -3.4% | +18.0% | +15.5% |
| 30D | -26.0% | +0.4% | -26.3% | -25.9% |
| 3M | -42.6% | -12.5% | -30.1% | -40.7% |
| 6M | -35.3% | +8.3% | -43.6% | -38.4% |
| YTD | +92.5% | -18.6% | +111.0% | +96.6% |
| 1Y | +102.4% | -8.6% | +111.0% | +93.1% |
| All | +102.4% | -10.2% | +112.6% | +93.1% |
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