+1,611.4%
COF vs URI
+7,982.2%
-6,370.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.9% | -8.5% | -4.3% |
| 7D | -5.8% | -4.0% | -1.8% | -4.6% |
| 30D | -0.3% | +6.8% | -7.1% | -3.3% |
| 3M | -8.5% | -2.8% | -5.7% | -8.2% |
| 6M | +5.6% | +20.9% | -15.2% | -3.5% |
| YTD | -17.1% | +40.2% | -57.3% | -30.3% |
| 1Y | -7.4% | +34.1% | -41.5% | -20.8% |
| 3Y | +99.1% | +164.1% | -65.1% | +27.4% |
| 5Y | +39.5% | +199.3% | -159.8% | -16.3% |
| 10Y | +208.1% | +1,218.8% | -1,010.7% | +1.7% |
| All | +1,611.4% | +7,982.2% | -6,370.8% | +68.3% |
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 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