+126.1%
COF vs USB
+95.2%
+30.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.2% |
| 7D | +1.8% | +1.4% | +0.4% | +0.6% |
| 30D | -0.6% | -1.3% | +0.7% | +0.5% |
| 3M | +20.3% | +15.2% | +5.1% | +7.0% |
| 6M | +13.0% | +18.8% | -5.8% | -2.0% |
| YTD | -8.3% | +21.0% | -29.3% | -21.2% |
| 1Y | -1.5% | +34.0% | -35.5% | -21.9% |
| All | +126.1% | +95.2% | +30.9% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling