+5,434.8%
COF vs USB
+3,815.3%
+1,619.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | +0.6% |
| 7D | -2.3% | -1.5% | -0.9% | -1.2% |
| 30D | +4.1% | +4.3% | -0.2% | +0.3% |
| 3M | -7.7% | -6.1% | -1.6% | -2.8% |
| 6M | +8.3% | +9.4% | -1.1% | -0.1% |
| YTD | -14.9% | +15.2% | -30.1% | -24.6% |
| 1Y | -6.5% | +32.8% | -39.3% | -26.5% |
| 3Y | +100.8% | +91.3% | +9.5% | +14.9% |
| 5Y | +43.7% | +22.7% | +21.1% | +15.8% |
| 10Y | +231.9% | +97.0% | +134.9% | +85.3% |
| All | +5,434.8% | +3,815.3% | +1,619.5% | +458.4% |
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