+1,149.0%
COF vs SPXU
-100.0%
+1,249.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -1.8% |
| 7D | +1.2% | -1.5% | +2.7% | +0.6% |
| 30D | -1.4% | +3.7% | -5.1% | +0.5% |
| 3M | +19.0% | -9.6% | +28.6% | +14.9% |
| 6M | +14.9% | -32.4% | +47.2% | -1.9% |
| YTD | -10.7% | -28.7% | +18.0% | -21.0% |
| 1Y | -1.3% | -38.2% | +36.9% | -17.4% |
| 3Y | +124.3% | -80.4% | +204.7% | +27.6% |
| 5Y | +51.1% | -86.0% | +137.2% | -7.6% |
| 10Y | +252.4% | -99.5% | +351.9% | -23.7% |
| All | +1,149.0% | -100.0% | +1,249.0% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling