+51.1%
COF vs URI
+206.8%
-155.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | +1.2% | +2.5% | -1.3% | +0.1% |
| 30D | -1.4% | -12.5% | +11.2% | +4.7% |
| 3M | +19.0% | -6.2% | +25.2% | +21.5% |
| 6M | +14.9% | +25.9% | -11.0% | -0.7% |
| YTD | -10.7% | +26.2% | -36.9% | -24.0% |
| 1Y | -1.3% | +5.5% | -6.8% | -7.9% |
| 3Y | +124.3% | +125.0% | -0.7% | +31.4% |
| 5Y | +51.1% | +210.4% | -159.3% | -31.6% |
| All | +51.1% | +206.8% | -155.7% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling