+337.5%
COP vs UMC
+1,818.5%
-1,480.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.7% |
| 7D | +1.0% | +11.4% | -10.4% | -0.7% |
| 30D | +9.6% | +16.8% | -7.2% | +6.9% |
| 3M | +15.0% | +19.1% | -4.1% | +9.8% |
| 6M | +21.8% | +137.4% | -115.7% | +0.7% |
| YTD | +49.6% | +186.4% | -136.8% | +17.3% |
| 1Y | +49.9% | +229.1% | -179.2% | +13.8% |
| 3Y | +22.6% | +257.9% | -235.3% | -10.3% |
| 5Y | +193.6% | +137.5% | +56.1% | +127.3% |
| All | +337.5% | +1,818.5% | -1,480.9% | +92.0% |
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