+120.8%
COF vs URA
+116.4%
+4.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -2.7% | +5.7% | -8.4% | -3.7% |
| 30D | -3.4% | +5.6% | -9.0% | -4.5% |
| 3M | +15.4% | +6.2% | +9.2% | +13.6% |
| 6M | +14.4% | -8.2% | +22.7% | +15.2% |
| YTD | -12.0% | +9.7% | -21.6% | -15.2% |
| 1Y | -3.7% | +17.0% | -20.7% | -9.6% |
| All | +120.8% | +116.4% | +4.4% | +77.0% |
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 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