+242.0%
COF vs ULTA
+132.3%
+109.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.3% |
| 7D | -5.1% | -3.1% | -2.1% | -3.9% |
| 30D | -6.0% | +2.8% | -8.8% | -7.4% |
| 3M | +14.8% | +14.8% | +0.1% | +7.5% |
| 6M | +15.3% | -16.2% | +31.6% | +22.5% |
| YTD | -13.0% | -9.6% | -3.4% | -10.9% |
| 1Y | -5.7% | +4.8% | -10.5% | -10.1% |
| 3Y | +118.1% | +30.7% | +87.4% | +78.4% |
| 5Y | +46.2% | +45.9% | +0.3% | +9.1% |
| All | +242.0% | +132.3% | +109.7% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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