+64.1%
COP vs UMC
+117.0%
-52.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.4% |
| 7D | +4.4% | +11.2% | -6.8% | +5.6% |
| 30D | 0.0% | -28.0% | +28.0% | -3.5% |
| 3M | +15.0% | -20.5% | +35.6% | +12.6% |
| 6M | +22.0% | -1.6% | +23.6% | +24.5% |
| YTD | +55.3% | +99.4% | -44.0% | +82.1% |
| 1Y | +64.1% | +120.4% | -56.3% | +91.5% |
| All | +64.1% | +117.0% | -52.9% | +91.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling