+54.2%
COP vs UL
-1.3%
+55.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -6.1% | +2.6% | -8.7% | -5.6% |
| 30D | +1.1% | +6.8% | -5.7% | +2.4% |
| 3M | +10.9% | +5.7% | +5.2% | +12.2% |
| 6M | +20.8% | +15.9% | +4.9% | +24.2% |
| YTD | +48.0% | +4.3% | +43.8% | +51.5% |
| All | +54.2% | -1.3% | +55.6% | +58.3% |
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