-5.1%
COF vs USB
+36.4%
-41.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -2.9% |
| 7D | +0.7% | +2.4% | -1.7% | -1.5% |
| 30D | +5.7% | +6.6% | -0.8% | -0.4% |
| 3M | -6.7% | -4.1% | -2.6% | -3.1% |
| 6M | +9.5% | +12.5% | -3.0% | -3.3% |
| YTD | -13.9% | +17.6% | -31.5% | -26.3% |
| 1Y | -5.1% | +36.5% | -41.6% | -30.7% |
| All | -5.1% | +36.4% | -41.5% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1y: compounded portfolio wealth divided by compounded USB 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…
1y analysis · Full analysis span regression · 6 months rolling