+35.3%
COP vs UMAC
+488.3%
-453.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.4% |
| 7D | +1.0% | -4.0% | +5.0% | +1.0% |
| 30D | +9.6% | -9.4% | +19.0% | +9.6% |
| 3M | +15.0% | +3.0% | +12.1% | +14.6% |
| 6M | +21.8% | +27.2% | -5.4% | +19.8% |
| YTD | +49.6% | +84.7% | -35.1% | +45.6% |
| 1Y | +49.9% | +136.5% | -86.6% | +44.6% |
| All | +35.3% | +488.3% | -453.0% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling