+713.5%
COP vs SPXU
-100.0%
+813.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +2.0% |
| 7D | +4.4% | -7.6% | +12.0% | +1.7% |
| 30D | 0.0% | +5.3% | -5.4% | +2.0% |
| 3M | +15.0% | +9.6% | +5.4% | +19.0% |
| 6M | +22.0% | -4.5% | +26.5% | +20.2% |
| YTD | +55.3% | -25.9% | +81.2% | +40.1% |
| 1Y | +64.1% | -28.9% | +93.0% | +46.1% |
| 3Y | +34.1% | -80.5% | +114.5% | -18.9% |
| 5Y | +133.4% | -83.4% | +216.8% | +54.4% |
| 10Y | +338.6% | -99.5% | +438.1% | +15.6% |
| All | +713.5% | -100.0% | +813.5% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling