+336.7%
COP vs UMC
+1,272.7%
-936.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.9% |
| 7D | +4.4% | +11.2% | -6.8% | +2.8% |
| 30D | 0.0% | -28.0% | +28.0% | +4.1% |
| 3M | +15.0% | -20.5% | +35.6% | +17.4% |
| 6M | +22.0% | -1.6% | +23.6% | +16.9% |
| YTD | +55.3% | +99.4% | -44.0% | +27.1% |
| 1Y | +64.1% | +120.4% | -56.3% | +31.3% |
| 3Y | +34.1% | +134.2% | -100.2% | +3.8% |
| 5Y | +133.4% | +78.8% | +54.5% | +85.6% |
| All | +336.7% | +1,272.7% | -936.0% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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