+4,492.0%
COP vs UL
+2,661.1%
+1,830.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +3.0% | -1.3% | +4.3% | +3.5% |
| 30D | +17.5% | +0.5% | +17.0% | +17.2% |
| 3M | +13.4% | +17.6% | -4.2% | +6.4% |
| 6M | +17.7% | -5.4% | +23.1% | +18.7% |
| YTD | +46.6% | +0.7% | +45.9% | +44.2% |
| 1Y | +44.6% | -9.3% | +53.9% | +47.3% |
| 3Y | +20.7% | +24.5% | -3.8% | +7.7% |
| 5Y | +185.0% | +23.2% | +161.8% | +149.6% |
| 10Y | +347.0% | +64.5% | +282.5% | +245.5% |
| All | +4,492.0% | +2,661.1% | +1,830.9% | +1,531.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling