+94.7%
COF vs USB
+103.6%
-9.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | 0.0% |
| 7D | -3.4% | +2.6% | -6.0% | -5.6% |
| 30D | +0.4% | +8.4% | -8.0% | -6.7% |
| 3M | -12.5% | -5.5% | -7.0% | -8.2% |
| 6M | +8.3% | +17.7% | -9.4% | -7.0% |
| YTD | -18.6% | +17.6% | -36.1% | -29.6% |
| 1Y | -8.6% | +33.9% | -42.5% | -29.5% |
| 3Y | +94.7% | +103.8% | -9.2% | +18.6% |
| All | +94.7% | +103.6% | -9.0% | +18.6% |
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