+24.9%
COP vs SPXU
-79.4%
+104.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +0.6% |
| 7D | +1.0% | +6.4% | -5.4% | +1.9% |
| 30D | +9.6% | +5.9% | +3.6% | +10.5% |
| 3M | +15.0% | -11.7% | +26.7% | +12.6% |
| 6M | +21.8% | -28.7% | +50.4% | +14.3% |
| YTD | +49.6% | -26.4% | +76.0% | +41.9% |
| 1Y | +49.9% | -35.2% | +85.1% | +38.3% |
| All | +24.9% | -79.4% | +104.4% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling