+370.6%
COP vs U
-31.3%
+401.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.5% |
| 7D | -11.5% | +36.6% | -48.1% | -12.2% |
| 30D | +5.0% | +13.3% | -8.4% | +4.6% |
| 3M | +17.5% | +26.2% | -8.7% | +16.7% |
| 6M | +16.2% | +88.7% | -72.5% | +14.0% |
| YTD | +48.8% | +16.6% | +32.2% | +47.7% |
| 1Y | +64.1% | +29.0% | +35.1% | +62.0% |
| 3Y | +25.7% | +99.5% | -73.8% | +19.4% |
| 5Y | +114.4% | -66.1% | +180.5% | +102.2% |
| All | +370.6% | -31.3% | +401.9% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling