+34.8%
COP vs UMAC
+508.0%
-473.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.2% |
| 7D | -0.5% | +3.3% | -3.8% | -0.6% |
| 30D | +11.7% | -10.4% | +22.1% | +11.8% |
| 3M | +17.7% | +1.8% | +15.9% | +17.2% |
| 6M | +18.3% | +40.7% | -22.4% | +16.2% |
| YTD | +49.1% | +90.9% | -41.8% | +45.0% |
| 1Y | +53.3% | +151.8% | -98.4% | +47.8% |
| All | +34.8% | +508.0% | -473.2% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling