+5,709.6%
COF vs UL
+1,499.5%
+4,210.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.0% |
| 7D | +1.2% | -1.3% | +2.5% | +2.0% |
| 30D | -1.4% | +0.9% | -2.3% | -1.9% |
| 3M | +19.0% | +14.2% | +4.8% | +10.2% |
| 6M | +14.9% | -3.2% | +18.1% | +15.9% |
| YTD | -10.7% | -0.3% | -10.4% | -11.9% |
| 1Y | -1.3% | -8.8% | +7.5% | +1.7% |
| 3Y | +124.3% | +23.9% | +100.4% | +89.1% |
| 5Y | +51.1% | +21.4% | +29.8% | +26.2% |
| 10Y | +252.4% | +66.7% | +185.7% | +134.5% |
| All | +5,709.6% | +1,499.5% | +4,210.1% | +1,271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling