+162.8%
COF vs USHY
+49.7%
+113.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -5.1% | -0.7% | -4.5% | -3.3% |
| 30D | -6.0% | -0.7% | -5.3% | -4.2% |
| 3M | +14.8% | +0.1% | +14.8% | +14.9% |
| 6M | +15.3% | +1.8% | +13.6% | +10.3% |
| YTD | -13.0% | +1.8% | -14.8% | -16.7% |
| 1Y | -5.7% | +3.3% | -9.0% | -13.0% |
| 3Y | +118.1% | +27.0% | +91.2% | +18.3% |
| 5Y | +46.2% | +21.0% | +25.2% | -5.8% |
| All | +162.8% | +49.7% | +113.1% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling