+25.7%
COP vs U
+81.5%
-55.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.5% |
| 7D | -11.5% | +36.6% | -48.1% | -12.0% |
| 30D | +5.0% | +13.3% | -8.4% | +4.8% |
| 3M | +17.5% | +26.2% | -8.7% | +16.9% |
| 6M | +16.2% | +88.7% | -72.5% | +14.4% |
| YTD | +48.8% | +16.6% | +32.2% | +49.4% |
| 1Y | +64.1% | +29.0% | +35.1% | +63.2% |
| 3Y | +25.7% | +99.5% | -73.8% | +14.6% |
| All | +25.7% | +81.5% | -55.8% | +14.6% |
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