+337.5%
COP vs SPXU
-99.5%
+437.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +1.0% |
| 7D | +1.0% | +6.4% | -5.4% | +3.1% |
| 30D | +9.6% | +5.9% | +3.6% | +11.7% |
| 3M | +15.0% | -11.7% | +26.7% | +10.1% |
| 6M | +21.8% | -28.7% | +50.4% | +8.1% |
| YTD | +49.6% | -26.4% | +76.0% | +34.8% |
| 1Y | +49.9% | -35.2% | +85.1% | +29.6% |
| 3Y | +22.6% | -79.8% | +102.4% | -24.5% |
| 5Y | +193.6% | -86.1% | +279.7% | +82.1% |
| All | +337.5% | -99.5% | +437.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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