+193.3%
COP vs SPXU
-85.9%
+279.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.4% |
| 7D | -0.5% | +1.3% | -1.7% | -0.2% |
| 30D | +11.7% | +5.1% | +6.6% | +12.8% |
| 3M | +17.7% | -9.1% | +26.8% | +15.3% |
| 6M | +18.3% | -29.6% | +47.9% | +9.7% |
| YTD | +49.1% | -27.7% | +76.7% | +39.5% |
| 1Y | +53.3% | -37.0% | +90.3% | +39.3% |
| 3Y | +22.2% | -80.2% | +102.3% | -10.4% |
| 5Y | +193.3% | -86.0% | +279.3% | +121.1% |
| All | +193.3% | -85.9% | +279.2% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling