+208.1%
COF vs USB
+94.3%
+113.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -3.9% |
| 7D | -5.8% | +0.8% | -6.5% | -6.6% |
| 30D | -0.3% | +6.8% | -7.1% | -6.3% |
| 3M | -8.5% | -3.8% | -4.7% | -5.5% |
| 6M | +5.6% | +11.7% | -6.1% | -5.2% |
| YTD | -17.1% | +17.5% | -34.6% | -28.7% |
| 1Y | -7.4% | +33.8% | -41.2% | -29.2% |
| 3Y | +99.1% | +104.2% | -5.2% | +2.0% |
| 5Y | +39.5% | +26.4% | +13.1% | +9.5% |
| 10Y | +208.1% | +89.2% | +118.9% | +46.3% |
| All | +208.1% | +94.3% | +113.8% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling