+186.4%
COP vs U
-68.9%
+255.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +3.0% | -3.8% | +6.8% | +3.1% |
| 30D | +17.5% | +17.5% | 0.0% | +16.8% |
| 3M | +13.4% | +38.7% | -25.4% | +11.9% |
| 6M | +17.7% | +104.4% | -86.7% | +14.2% |
| YTD | +46.6% | -5.7% | +52.3% | +46.4% |
| 1Y | +44.6% | +3.7% | +40.9% | +43.1% |
| 3Y | +20.7% | +12.3% | +8.4% | +15.8% |
| All | +186.4% | -68.9% | +255.3% | +180.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling