+43.1%
COF vs USHY
+20.9%
+22.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -5.1% | -0.7% | -4.5% | -3.5% |
| 30D | -6.0% | -0.7% | -5.3% | -4.4% |
| 3M | +14.8% | +0.1% | +14.8% | +14.9% |
| 6M | +15.3% | +1.8% | +13.6% | +10.9% |
| YTD | -13.0% | +1.8% | -14.8% | -16.3% |
| 1Y | -5.7% | +3.3% | -9.0% | -12.2% |
| 3Y | +118.1% | +27.0% | +91.2% | +31.4% |
| All | +43.1% | +20.9% | +22.2% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling