+318.0%
COP vs UL
+106.6%
+211.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -6.1% | +2.6% | -8.7% | -6.8% |
| 30D | +1.1% | +6.8% | -5.7% | -0.7% |
| 3M | +10.9% | +5.7% | +5.2% | +9.0% |
| 6M | +20.8% | +15.9% | +4.9% | +15.2% |
| YTD | +48.0% | +4.3% | +43.8% | +44.9% |
| 1Y | +58.5% | -0.4% | +58.9% | +57.2% |
| 3Y | +28.1% | +35.0% | -6.8% | +12.0% |
| 5Y | +120.5% | +31.6% | +88.9% | +90.6% |
| All | +318.0% | +106.6% | +211.4% | +228.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling