+191.7%
COP vs UL
+22.5%
+169.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -0.8% | -1.3% | +0.5% | -0.8% |
| 30D | +15.6% | +0.9% | +14.7% | +15.6% |
| 3M | +14.3% | +14.2% | +0.1% | +13.9% |
| 6M | +17.0% | -3.2% | +20.2% | +17.7% |
| YTD | +47.4% | -0.3% | +47.8% | +47.9% |
| 1Y | +52.4% | -8.8% | +61.2% | +53.9% |
| 3Y | +20.8% | +23.9% | -3.0% | +17.4% |
| 5Y | +191.7% | +21.4% | +170.3% | +188.0% |
| All | +191.7% | +22.5% | +169.2% | +188.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling