-3.7%
COF vs URI
+7.5%
-11.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.7% |
| 7D | -2.7% | +5.0% | -7.6% | -3.4% |
| 30D | -3.4% | -9.4% | +6.0% | -1.8% |
| 3M | +15.4% | -5.8% | +21.2% | +16.3% |
| 6M | +14.4% | +25.8% | -11.4% | +8.9% |
| YTD | -12.0% | +27.9% | -39.9% | -17.4% |
| 1Y | -3.7% | +9.7% | -13.5% | -6.6% |
| All | -3.7% | +7.5% | -11.2% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling