+41.7%
COF vs USB
+21.6%
+20.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +3.0% | +5.8% | -2.8% | -1.6% |
| 3M | -7.9% | -6.0% | -2.0% | -3.5% |
| 6M | +5.2% | +7.8% | -2.6% | -1.3% |
| YTD | -15.7% | +14.6% | -30.3% | -24.3% |
| 1Y | -5.5% | +31.8% | -37.2% | -23.9% |
| 3Y | +100.5% | +91.5% | +9.0% | +22.7% |
| All | +41.7% | +21.6% | +20.2% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling