-1.5%
COF vs URA
+17.2%
-18.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.8% | +1.1% | +0.7% | +1.6% |
| 30D | -0.6% | +7.4% | -8.0% | -1.8% |
| 3M | +20.3% | -8.4% | +28.7% | +21.4% |
| 6M | +13.0% | -12.7% | +25.7% | +14.2% |
| YTD | -8.3% | +7.8% | -16.1% | -10.4% |
| 1Y | -1.5% | +19.5% | -20.9% | -5.9% |
| All | -1.5% | +17.2% | -18.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling