-9.3%
COF vs URI
+36.3%
-45.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.5% | 0.0% |
| 7D | -4.5% | +2.6% | -7.0% | -4.9% |
| 30D | -2.0% | +9.1% | -11.1% | -3.5% |
| 3M | -9.7% | +1.0% | -10.7% | -10.1% |
| 6M | +8.0% | +23.3% | -15.3% | +3.8% |
| YTD | -17.7% | +43.3% | -61.0% | -25.5% |
| 1Y | -9.3% | +35.9% | -45.3% | -14.8% |
| All | -9.3% | +36.3% | -45.6% | -14.8% |
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