+118.1%
COF vs UMC
+261.2%
-143.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | -5.1% | +9.0% | -14.1% | -6.0% |
| 30D | -6.0% | +17.2% | -23.3% | -7.8% |
| 3M | +14.8% | +11.4% | +3.4% | +11.7% |
| 6M | +15.3% | +137.5% | -122.2% | -1.8% |
| YTD | -13.0% | +193.1% | -206.2% | -31.1% |
| 1Y | -5.7% | +240.3% | -246.0% | -28.7% |
| 3Y | +118.1% | +262.2% | -144.1% | +54.0% |
| All | +118.1% | +261.2% | -143.1% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 3y: compounded portfolio wealth divided by compounded UMC 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…
3y analysis · Full analysis span regression · 6 months rolling