+38.3%
COP vs UMAC
+195.7%
-157.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.7% |
| 7D | +3.4% | +10.1% | -6.8% | +3.2% |
| 30D | -0.6% | -39.1% | +38.5% | 0.0% |
| 3M | +10.8% | -56.2% | +67.0% | +11.9% |
| 6M | +19.6% | -16.2% | +35.8% | +18.4% |
| YTD | +52.9% | -7.1% | +60.1% | +50.2% |
| 1Y | +62.2% | +10.3% | +52.0% | +58.4% |
| All | +38.3% | +195.7% | -157.5% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling