+667.6%
COP vs SPXU
-100.0%
+767.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -0.6% |
| 7D | +3.0% | -0.1% | +3.1% | +2.9% |
| 30D | +17.5% | +0.8% | +16.7% | +17.8% |
| 3M | +13.4% | -4.7% | +18.1% | +11.5% |
| 6M | +17.7% | -29.6% | +47.4% | +3.8% |
| YTD | +46.6% | -29.9% | +76.5% | +29.4% |
| 1Y | +44.6% | -39.1% | +83.7% | +22.0% |
| 3Y | +20.7% | -80.0% | +100.7% | -26.0% |
| 5Y | +185.0% | -86.0% | +271.1% | +76.8% |
| 10Y | +347.0% | -99.5% | +446.5% | +15.8% |
| All | +667.6% | -100.0% | +767.6% | -30.9% |
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