+17,056.4%
STX vs COF
+814.3%
+16,242.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.6% | +9.1% | +7.4% |
| 7D | +10.7% | +1.2% | +9.5% | +10.1% |
| 30D | +11.3% | -1.4% | +12.7% | +11.7% |
| 3M | +3.2% | +19.0% | -15.8% | -3.6% |
| 6M | +157.0% | +14.9% | +142.1% | +142.3% |
| YTD | +229.2% | -10.7% | +239.9% | +237.9% |
| 1Y | +381.8% | -1.3% | +383.1% | +375.4% |
| 3Y | +1,383.2% | +124.3% | +1,258.9% | +972.9% |
| 5Y | +1,144.9% | +51.1% | +1,093.7% | +914.2% |
| 10Y | +3,676.0% | +252.4% | +3,423.7% | +2,047.8% |
| All | +17,056.4% | +814.3% | +16,242.0% | +6,426.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling