-37.5%
U vs COF
+213.0%
-250.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +4.4% |
| 7D | +4.5% | +1.2% | +3.2% | +3.5% |
| 30D | -0.6% | -1.4% | +0.8% | +0.2% |
| 3M | +48.4% | +19.0% | +29.4% | +31.1% |
| 6M | +115.4% | +14.9% | +100.5% | +93.4% |
| YTD | -3.2% | -10.7% | +7.5% | +3.1% |
| 1Y | -6.0% | -1.3% | -4.8% | -6.6% |
| 3Y | +13.5% | +124.3% | -110.9% | -37.7% |
| 5Y | -68.0% | +51.1% | -119.1% | -80.0% |
| All | -37.5% | +213.0% | -250.4% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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