+19.0%
COF vs UPS
-6.6%
+25.6%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.0% |
| 7D | +1.2% | -2.1% | +3.4% | +1.9% |
| 30D | -1.4% | -2.3% | +0.9% | -0.7% |
| 3M | +19.0% | -5.2% | +24.2% | +18.6% |
| All | +19.0% | -6.6% | +25.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 3mo: compounded portfolio wealth divided by compounded UPS 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…
3mo analysis · Full analysis span regression · Available span rolling