-5.1%
COF vs SPXU
-30.4%
+25.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.7% | -3.2% |
| 7D | +0.7% | +2.2% | -1.5% | +1.8% |
| 30D | +5.7% | +3.8% | +2.0% | +7.8% |
| 3M | -6.7% | +3.3% | -10.0% | -4.7% |
| 6M | +9.5% | -16.7% | +26.2% | +2.3% |
| YTD | -13.9% | -28.6% | +14.8% | -22.9% |
| 1Y | -5.1% | -30.6% | +25.5% | -15.5% |
| All | -5.1% | -30.4% | +25.3% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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