+14.4%
COF vs UPS
+1.5%
+12.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.1% |
| 7D | -2.7% | -3.7% | +1.0% | -1.5% |
| 30D | -3.4% | -3.7% | +0.4% | -2.2% |
| 3M | +15.4% | -6.6% | +22.0% | +16.8% |
| 6M | +14.4% | +2.6% | +11.9% | +6.9% |
| All | +14.4% | +1.5% | +12.9% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling