+323.1%
COP vs SPXU
-99.5%
+422.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +0.4% |
| 7D | +0.7% | +1.5% | -0.9% | +1.5% |
| 30D | +0.2% | +6.4% | -6.1% | +2.5% |
| 3M | +10.2% | +4.2% | +6.0% | +12.0% |
| 6M | +20.1% | -7.8% | +27.9% | +17.1% |
| YTD | +50.5% | -27.5% | +78.1% | +35.2% |
| 1Y | +56.8% | -27.1% | +84.0% | +41.4% |
| 3Y | +30.3% | -80.8% | +111.1% | -21.4% |
| 5Y | +126.8% | -84.1% | +210.9% | +49.0% |
| All | +323.1% | -99.5% | +422.6% | +3.6% |
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