+1,792.5%
COF vs URI
+7,134.6%
-5,342.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | +1.8% | -2.0% | +3.8% | +2.6% |
| 30D | -0.6% | -12.9% | +12.4% | +4.8% |
| 3M | +20.3% | -6.7% | +27.0% | +22.7% |
| 6M | +13.0% | +19.0% | -6.0% | +2.8% |
| YTD | -8.3% | +25.5% | -33.9% | -19.0% |
| 1Y | -1.5% | +5.5% | -7.0% | -7.1% |
| 3Y | +122.3% | +111.3% | +10.9% | +56.0% |
| 5Y | +52.5% | +198.6% | -146.1% | -7.9% |
| 10Y | +264.9% | +1,179.9% | -915.0% | +22.0% |
| All | +1,792.5% | +7,134.6% | -5,342.1% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling