+64.1%
COP vs SPXU
-26.3%
+90.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | +4.4% | -7.6% | +12.0% | +6.2% |
| 30D | 0.0% | +5.3% | -5.4% | -1.6% |
| 3M | +15.0% | +9.6% | +5.4% | +11.9% |
| 6M | +22.0% | -4.5% | +26.5% | +22.7% |
| YTD | +55.3% | -25.9% | +81.2% | +65.5% |
| 1Y | +64.1% | -28.9% | +93.0% | +74.8% |
| All | +64.1% | -26.3% | +90.4% | +74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling