+20.0%
COP vs U
+13.4%
+6.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | +3.0% | -3.8% | +6.8% | +3.1% |
| 30D | +17.5% | +17.5% | 0.0% | +17.0% |
| 3M | +13.4% | +38.7% | -25.4% | +12.4% |
| 6M | +17.7% | +104.4% | -86.7% | +14.9% |
| YTD | +46.6% | -5.7% | +52.3% | +47.7% |
| 1Y | +44.6% | +3.7% | +40.9% | +43.9% |
| All | +20.0% | +13.4% | +6.6% | +12.0% |
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