+521.1%
COF vs URA
-52.4%
+573.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -3.4% | -1.5% | -1.8% | -3.0% |
| 30D | +0.4% | -10.4% | +10.8% | +3.7% |
| 3M | -12.5% | -29.6% | +17.1% | -2.5% |
| 6M | +8.3% | -40.3% | +48.6% | +26.4% |
| YTD | -18.6% | -25.5% | +6.9% | -13.9% |
| 1Y | -8.6% | -26.4% | +17.8% | -3.4% |
| 3Y | +94.7% | +31.4% | +63.2% | +56.6% |
| 5Y | +35.3% | +28.6% | +6.8% | +5.0% |
| 10Y | +185.1% | +260.9% | -75.8% | +32.8% |
| All | +521.1% | -52.4% | +573.5% | +393.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling