-5.1%
COF vs UMAC
+2.9%
-8.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.9% | +9.7% | -0.7% |
| 7D | +0.7% | -26.0% | +26.7% | +1.8% |
| 30D | +5.7% | -40.3% | +46.0% | +7.8% |
| 3M | -6.7% | -51.1% | +44.4% | -4.4% |
| 6M | +9.5% | -5.6% | +15.1% | +8.7% |
| YTD | -13.9% | +2.3% | -16.2% | -17.1% |
| 1Y | -5.1% | +7.9% | -12.9% | -9.1% |
| All | -5.1% | +2.9% | -8.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling