+129.7%
COP vs UMC
+82.2%
+47.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.7% |
| 7D | +3.4% | +17.8% | -14.4% | +2.2% |
| 30D | -0.6% | -29.6% | +29.0% | +1.6% |
| 3M | +10.8% | -18.4% | +29.1% | +11.5% |
| 6M | +19.6% | -0.1% | +19.8% | +15.1% |
| YTD | +52.9% | +104.0% | -51.1% | +28.4% |
| 1Y | +62.2% | +121.5% | -59.3% | +33.7% |
| 3Y | +32.4% | +135.0% | -102.7% | +5.2% |
| 5Y | +129.7% | +83.0% | +46.7% | +75.1% |
| All | +129.7% | +82.2% | +47.5% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling