-5.1%
COF vs UUUU
-55.1%
+50.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | +0.7% | -14.4% | +15.1% | +2.0% |
| 30D | +5.7% | -33.6% | +39.4% | +9.2% |
| 3M | -6.7% | -44.2% | +37.5% | -2.4% |
| 6M | +9.5% | -66.8% | +76.3% | +18.4% |
| YTD | -13.9% | -50.6% | +36.7% | -11.0% |
| 1Y | -5.1% | -57.8% | +52.7% | -0.7% |
| All | -5.1% | -55.1% | +50.1% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 1y: compounded portfolio wealth divided by compounded UUUU 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…
1y analysis · Full analysis span regression · 6 months rolling