+264.2%
COF vs USB
+109.3%
+154.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.2% |
| 7D | +1.8% | +1.4% | +0.4% | +0.5% |
| 30D | -0.6% | -1.3% | +0.7% | +0.6% |
| 3M | +20.3% | +15.2% | +5.1% | +5.4% |
| 6M | +13.0% | +18.8% | -5.8% | -3.8% |
| YTD | -8.3% | +21.0% | -29.3% | -23.0% |
| 1Y | -1.5% | +34.0% | -35.5% | -24.7% |
| 3Y | +122.3% | +95.3% | +26.9% | +17.2% |
| 5Y | +52.5% | +40.4% | +12.1% | +8.1% |
| All | +264.2% | +109.3% | +154.9% | +62.0% |
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