+548.0%
COF vs UPS
+233.0%
+315.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.5% |
| 7D | -2.7% | -3.7% | +1.0% | +0.1% |
| 30D | -3.4% | -3.7% | +0.4% | -0.7% |
| 3M | +15.4% | -6.6% | +22.0% | +20.0% |
| 6M | +14.4% | +2.6% | +11.9% | +10.0% |
| YTD | -12.0% | +4.8% | -16.8% | -17.1% |
| 1Y | -3.7% | +25.3% | -29.0% | -21.6% |
| 3Y | +121.1% | -26.9% | +147.9% | +153.2% |
| 5Y | +47.8% | -33.5% | +81.3% | +77.1% |
| 10Y | +250.3% | +36.1% | +214.2% | +103.9% |
| All | +548.0% | +233.0% | +315.0% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling