+4,537.5%
COP vs UL
+2,758.7%
+1,778.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -6.1% | +2.6% | -8.7% | -7.0% |
| 30D | +1.1% | +6.8% | -5.7% | -1.4% |
| 3M | +10.9% | +5.7% | +5.2% | +8.4% |
| 6M | +20.8% | +15.9% | +4.9% | +13.5% |
| YTD | +48.0% | +4.3% | +43.8% | +43.4% |
| 1Y | +58.5% | -0.4% | +58.9% | +55.9% |
| 3Y | +28.1% | +35.0% | -6.8% | +10.8% |
| 5Y | +120.5% | +31.6% | +88.9% | +87.9% |
| 10Y | +310.1% | +104.6% | +205.5% | +191.7% |
| All | +4,537.5% | +2,758.7% | +1,778.7% | +1,522.6% |
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