+250.3%
COF vs URI
+1,196.9%
-946.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -2.1% |
| 7D | -2.7% | +5.0% | -7.6% | -5.1% |
| 30D | -3.4% | -9.4% | +6.0% | +1.5% |
| 3M | +15.4% | -5.8% | +21.2% | +17.7% |
| 6M | +14.4% | +25.8% | -11.4% | -2.6% |
| YTD | -12.0% | +27.9% | -39.9% | -26.8% |
| 1Y | -3.7% | +9.7% | -13.5% | -13.3% |
| 3Y | +121.1% | +128.0% | -6.9% | +26.5% |
| 5Y | +47.8% | +212.4% | -164.6% | -31.9% |
| 10Y | +250.3% | +1,271.8% | -1,021.5% | -27.3% |
| All | +250.3% | +1,196.9% | -946.6% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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