+9,929.9%
STX vs COF
+733.7%
+9,196.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | +14.6% | -3.4% | +18.0% | +16.0% |
| 30D | -26.0% | +0.4% | -26.3% | -26.1% |
| 3M | -42.6% | -12.5% | -30.1% | -40.0% |
| 6M | -35.3% | +8.3% | -43.6% | -37.7% |
| YTD | +92.5% | -18.6% | +111.0% | +103.9% |
| 1Y | +102.4% | -8.6% | +111.0% | +105.7% |
| 3Y | +673.8% | +94.7% | +579.2% | +489.8% |
| 5Y | +463.1% | +35.3% | +427.7% | +377.5% |
| 10Y | +2,014.6% | +185.1% | +1,829.4% | +1,191.1% |
| All | +9,929.9% | +733.7% | +9,196.2% | +3,837.4% |
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 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