+103.9%
COF vs USAR
+74.0%
+29.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | +1.8% | -2.1% | +3.9% | +1.9% |
| 30D | -0.6% | +2.6% | -3.2% | -0.7% |
| 3M | +20.3% | -35.0% | +55.3% | +21.2% |
| 6M | +13.0% | -6.9% | +19.9% | +12.7% |
| YTD | -8.3% | +48.0% | -56.3% | -9.4% |
| 1Y | -1.5% | +24.8% | -26.3% | -2.3% |
| 3Y | +122.3% | +73.2% | +49.0% | +105.0% |
| All | +103.9% | +74.0% | +29.9% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling