+93.2%
COF vs URA
+37.6%
+55.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.0% |
| 7D | -5.0% | +4.5% | -9.5% | -5.9% |
| 30D | -2.3% | -13.4% | +11.2% | +0.4% |
| 3M | -12.7% | -28.4% | +15.7% | -7.1% |
| 6M | +6.2% | -40.5% | +46.7% | +16.7% |
| YTD | -19.2% | -24.3% | +5.1% | -16.6% |
| 1Y | -11.5% | -28.8% | +17.3% | -7.7% |
| All | +93.2% | +37.6% | +55.6% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling