+43.1%
COF vs SPXU
-86.1%
+129.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | -0.5% |
| 7D | -5.1% | +2.5% | -7.6% | -4.0% |
| 30D | -6.0% | +4.2% | -10.2% | -4.0% |
| 3M | +14.8% | -9.3% | +24.1% | +11.0% |
| 6M | +15.3% | -30.7% | +46.0% | +0.2% |
| YTD | -13.0% | -28.1% | +15.1% | -22.4% |
| 1Y | -5.7% | -35.2% | +29.5% | -18.9% |
| 3Y | +118.1% | -79.9% | +198.1% | +29.5% |
| All | +43.1% | -86.1% | +129.2% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling