+43.1%
COF vs UMC
+143.5%
-100.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.1% |
| 7D | -5.1% | +9.0% | -14.1% | -7.0% |
| 30D | -6.0% | +17.2% | -23.3% | -9.6% |
| 3M | +14.8% | +11.4% | +3.4% | +9.0% |
| 6M | +15.3% | +137.5% | -122.2% | -13.5% |
| YTD | -13.0% | +193.1% | -206.2% | -41.0% |
| 1Y | -5.7% | +240.3% | -246.0% | -39.8% |
| 3Y | +118.1% | +262.2% | -144.1% | +30.7% |
| All | +43.1% | +143.5% | -100.4% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling