+193.3%
COP vs UMC
+145.1%
+48.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.8% |
| 7D | -0.5% | +13.6% | -14.1% | -1.5% |
| 30D | +11.7% | +20.8% | -9.0% | +9.9% |
| 3M | +17.7% | +16.1% | +1.5% | +14.6% |
| 6M | +18.3% | +137.3% | -119.0% | +3.3% |
| YTD | +49.1% | +193.8% | -144.7% | +23.3% |
| 1Y | +53.3% | +236.1% | -182.8% | +23.1% |
| 3Y | +22.2% | +267.1% | -245.0% | -5.8% |
| 5Y | +193.3% | +145.3% | +48.0% | +127.7% |
| All | +193.3% | +145.1% | +48.2% | +127.7% |
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 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