+118.1%
COF vs UPS
-26.3%
+144.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -5.1% | -2.0% | -3.2% | -4.5% |
| 30D | -6.0% | -2.0% | -4.1% | -5.4% |
| 3M | +14.8% | -6.2% | +21.1% | +17.0% |
| 6M | +15.3% | +2.8% | +12.6% | +13.1% |
| YTD | -13.0% | +5.9% | -18.9% | -15.7% |
| 1Y | -5.7% | +26.2% | -32.0% | -14.7% |
| 3Y | +118.1% | -26.0% | +144.1% | +129.8% |
| All | +118.1% | -26.3% | +144.5% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling