+93.4%
COF vs USAR
+53.8%
+39.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.6% |
| 7D | -5.1% | -11.6% | +6.5% | -4.9% |
| 30D | -6.0% | -15.5% | +9.5% | -5.7% |
| 3M | +14.8% | -31.0% | +45.9% | +15.6% |
| 6M | +15.3% | -26.2% | +41.6% | +15.5% |
| YTD | -13.0% | +30.8% | -43.8% | -13.8% |
| 1Y | -5.7% | +7.1% | -12.8% | -6.2% |
| 3Y | +118.1% | +53.0% | +65.1% | +101.8% |
| All | +93.4% | +53.8% | +39.6% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling