+81.1%
COF vs USAR
-19.4%
+100.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.7% |
| 7D | -3.4% | -0.8% | -2.6% | -3.4% |
| 30D | +0.4% | -20.9% | +21.3% | +0.9% |
| 3M | -12.5% | -56.2% | +43.6% | -10.8% |
| 6M | +8.3% | -67.9% | +76.2% | +10.8% |
| YTD | -18.6% | -31.4% | +12.9% | -18.0% |
| 1Y | -8.6% | -45.1% | +36.4% | -7.8% |
| 3Y | +94.7% | -20.3% | +115.0% | +83.6% |
| All | +81.1% | -19.4% | +100.5% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling