+95.8%
COF vs USAR
+68.6%
+27.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | -1.4% |
| 7D | -2.7% | -4.4% | +1.8% | -2.5% |
| 30D | -3.4% | -10.4% | +7.0% | -3.1% |
| 3M | +15.4% | -18.4% | +33.8% | +15.7% |
| 6M | +14.4% | -8.8% | +23.2% | +14.1% |
| YTD | -12.0% | +43.4% | -55.3% | -12.9% |
| 1Y | -3.7% | +21.0% | -24.7% | -4.5% |
| 3Y | +121.1% | +67.7% | +53.3% | +104.1% |
| All | +95.8% | +68.6% | +27.2% | +75.9% |
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