+0.5%
SUNB vs COO
-24.1%
+24.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.2% | +12.1% | +6.7% |
| 7D | +9.4% | -9.0% | +18.4% | +10.8% |
| 30D | -6.9% | -16.8% | +9.9% | -3.8% |
| 3M | -11.3% | -7.5% | -3.8% | -10.5% |
| 6M | -1.8% | -16.3% | +14.5% | +1.1% |
| All | +0.5% | -24.1% | +24.6% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling