+240.0%
COF vs URA
+361.2%
-121.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.5% |
| 7D | -6.1% | -1.5% | -4.5% | -5.6% |
| 30D | -5.2% | -0.4% | -4.8% | -5.3% |
| 3M | +17.0% | +6.3% | +10.8% | +13.8% |
| 6M | +12.9% | -14.0% | +26.9% | +16.5% |
| YTD | -13.5% | +5.3% | -18.9% | -18.1% |
| 1Y | -5.9% | +11.7% | -17.5% | -14.3% |
| 3Y | +117.1% | +109.8% | +7.3% | +46.4% |
| 5Y | +45.4% | +108.0% | -62.6% | -7.5% |
| All | +240.0% | +361.2% | -121.2% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling