+60.7%
COP vs UL
+1.7%
+59.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.3% | -8.4% | -4.6% |
| 7D | -8.1% | +4.7% | -12.8% | -7.4% |
| 30D | +6.7% | +11.6% | -4.9% | +8.8% |
| 3M | +16.9% | +5.3% | +11.6% | +18.1% |
| 6M | +11.2% | +16.0% | -4.9% | +14.3% |
| YTD | +49.5% | +5.0% | +44.5% | +53.1% |
| 1Y | +60.7% | +1.1% | +59.6% | +64.9% |
| All | +60.7% | +1.7% | +59.0% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling