+5,862.7%
COF vs USB
+4,014.0%
+1,848.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 6M | +13.0% | +18.8% | -5.8% | -2.6% |
| YTD | -8.3% | +21.0% | -29.3% | -22.0% |
| 1Y | -1.5% | +34.0% | -35.5% | -23.1% |
| 3Y | +122.3% | +95.3% | +26.9% | +23.5% |
| 5Y | +52.5% | +40.4% | +12.1% | +9.7% |
| 10Y | +264.9% | +107.3% | +157.6% | +95.5% |
| All | +5,862.7% | +4,014.0% | +1,848.8% | +477.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling