+132.2%
COP vs U
-73.3%
+205.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.7% | +1.4% |
| 7D | +4.4% | +2.6% | +1.8% | +4.3% |
| 30D | 0.0% | +27.6% | -27.6% | -0.9% |
| 3M | +15.0% | +15.3% | -0.3% | +14.4% |
| 6M | +22.0% | +96.4% | -74.4% | +18.9% |
| YTD | +55.3% | +19.6% | +35.8% | +53.8% |
| 1Y | +64.1% | +42.1% | +22.0% | +60.9% |
| 3Y | +34.1% | +87.5% | -53.5% | +26.1% |
| All | +132.2% | -73.3% | +205.5% | +137.4% |
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