+360.0%
COF vs UMC
+283.0%
+77.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.0% |
| 7D | -6.1% | +11.4% | -17.5% | -9.5% |
| 30D | -5.2% | +16.8% | -22.0% | -10.2% |
| 3M | +17.0% | +19.1% | -2.1% | +6.6% |
| 6M | +12.9% | +137.4% | -124.5% | -20.3% |
| YTD | -13.5% | +186.4% | -199.9% | -44.1% |
| 1Y | -5.9% | +229.1% | -234.9% | -42.2% |
| 3Y | +117.1% | +257.9% | -140.8% | +26.2% |
| 5Y | +45.4% | +137.5% | -92.2% | -5.4% |
| 10Y | +244.1% | +1,808.2% | -1,564.1% | -6.2% |
| All | +360.0% | +283.0% | +77.0% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling