+242.0%
COF vs UL
+66.7%
+175.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.3% |
| 7D | -5.1% | -3.4% | -1.8% | -3.9% |
| 30D | -6.0% | +0.5% | -6.5% | -6.2% |
| 3M | +14.8% | +7.2% | +7.6% | +11.7% |
| 6M | +15.3% | -3.1% | +18.4% | +16.1% |
| YTD | -13.0% | -2.7% | -10.3% | -13.0% |
| 1Y | -5.7% | -10.2% | +4.5% | -3.0% |
| 3Y | +118.1% | +20.3% | +97.9% | +93.3% |
| 5Y | +46.2% | +19.9% | +26.3% | +27.3% |
| All | +242.0% | +66.7% | +175.3% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling