+32.0%
COP vs U
+89.9%
-58.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.6% |
| 7D | +3.4% | +2.8% | +0.6% | +3.3% |
| 30D | -0.6% | +7.6% | -8.2% | -0.7% |
| 3M | +10.8% | +12.7% | -1.9% | +10.5% |
| 6M | +19.6% | +87.0% | -67.3% | +17.7% |
| YTD | +52.9% | +13.6% | +39.3% | +53.6% |
| 1Y | +62.2% | +25.3% | +36.9% | +61.5% |
| All | +32.0% | +89.9% | -58.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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