+1,376.8%
STX vs COF
+119.0%
+1,257.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | +9.6% | -2.7% | +12.2% | +10.5% |
| 30D | +10.6% | -3.4% | +14.0% | +11.8% |
| 3M | +4.8% | +15.4% | -10.6% | -1.7% |
| 6M | +137.3% | +14.4% | +122.8% | +122.3% |
| YTD | +222.5% | -12.0% | +234.5% | +233.3% |
| 1Y | +366.2% | -3.7% | +370.0% | +362.8% |
| All | +1,376.8% | +119.0% | +1,257.9% | +1,025.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling