+116.9%
COF vs USAR
+57.7%
+59.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.2% | -1.6% |
| 7D | -6.1% | -9.3% | +3.3% | -5.8% |
| 30D | -5.2% | -15.2% | +10.0% | -4.8% |
| 3M | +17.0% | -21.1% | +38.1% | +17.4% |
| 6M | +12.9% | -21.6% | +34.5% | +13.0% |
| YTD | -13.5% | +34.8% | -48.3% | -14.3% |
| 1Y | -5.9% | +15.6% | -21.5% | -6.5% |
| All | +116.9% | +57.7% | +59.2% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling