+1,568.4%
COF vs URI
+8,075.0%
-6,506.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -5.0% | +9.3% | -14.4% | -8.5% |
| 30D | -2.3% | +7.6% | -9.9% | -5.4% |
| 3M | -12.7% | +1.0% | -13.7% | -13.7% |
| 6M | +6.2% | +19.8% | -13.6% | -2.7% |
| YTD | -19.2% | +41.9% | -61.0% | -32.4% |
| 1Y | -11.5% | +33.4% | -44.9% | -24.2% |
| 3Y | +92.8% | +156.0% | -63.2% | +24.9% |
| 5Y | +34.3% | +209.5% | -175.2% | -20.4% |
| 10Y | +183.0% | +1,199.8% | -1,016.8% | -6.2% |
| All | +1,568.4% | +8,075.0% | -6,506.6% | +63.3% |
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