+242.0%
COF vs UUUU
+465.5%
-223.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +1.3% |
| 7D | -5.1% | -10.5% | +5.4% | -3.7% |
| 30D | -6.0% | -10.5% | +4.5% | -4.8% |
| 3M | +14.8% | -14.1% | +29.0% | +16.4% |
| 6M | +15.3% | -35.5% | +50.8% | +20.2% |
| YTD | -13.0% | -10.9% | -2.1% | -15.0% |
| 1Y | -5.7% | +3.4% | -9.1% | -11.6% |
| 3Y | +118.1% | +73.1% | +45.0% | +78.4% |
| 5Y | +46.2% | +87.1% | -40.9% | +11.8% |
| All | +242.0% | +465.5% | -223.5% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling