+47.8%
COF vs URA
+132.7%
-84.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -2.7% | +5.7% | -8.4% | -4.1% |
| 30D | -3.4% | +5.6% | -9.0% | -4.9% |
| 3M | +15.4% | +6.2% | +9.2% | +13.0% |
| 6M | +14.4% | -8.2% | +22.7% | +15.4% |
| YTD | -12.0% | +9.7% | -21.6% | -16.5% |
| 1Y | -3.7% | +17.0% | -20.7% | -11.8% |
| 3Y | +121.1% | +118.5% | +2.6% | +57.8% |
| 5Y | +47.8% | +134.3% | -86.5% | -1.1% |
| All | +47.8% | +132.7% | -84.9% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling