+60.7%
COP vs UMAC
+2.9%
+57.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -10.9% | +5.7% | -5.1% |
| 7D | -8.1% | -26.0% | +17.9% | -8.1% |
| 30D | +6.7% | -40.3% | +47.0% | +6.6% |
| 3M | +16.9% | -51.1% | +68.0% | +16.8% |
| 6M | +11.2% | -5.6% | +16.8% | +8.7% |
| YTD | +49.5% | +2.3% | +47.2% | +42.8% |
| 1Y | +60.7% | +7.9% | +52.8% | +54.3% |
| All | +60.7% | +2.9% | +57.8% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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