+24.5%
COP vs UMC
+262.0%
-237.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +1.0% |
| 7D | -0.5% | +13.6% | -14.1% | -0.7% |
| 30D | +11.7% | +20.8% | -9.0% | +11.4% |
| 3M | +17.7% | +16.1% | +1.5% | +16.5% |
| 6M | +18.3% | +137.3% | -119.0% | +10.1% |
| YTD | +49.1% | +193.8% | -144.7% | +32.4% |
| 1Y | +53.3% | +236.1% | -182.8% | +32.2% |
| All | +24.5% | +262.0% | -237.5% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling