+1,133.4%
COP vs UMC
+259.6%
+873.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.9% |
| 7D | +3.0% | +5.0% | -2.0% | +2.0% |
| 30D | +17.5% | +7.7% | +9.8% | +15.7% |
| 3M | +13.4% | +1.7% | +11.7% | +10.6% |
| 6M | +17.7% | +113.9% | -96.2% | -2.3% |
| YTD | +46.6% | +168.9% | -122.3% | +14.6% |
| 1Y | +44.6% | +207.2% | -162.6% | +9.8% |
| 3Y | +20.7% | +227.7% | -207.0% | -11.0% |
| 5Y | +185.0% | +118.0% | +67.0% | +122.5% |
| 10Y | +347.0% | +1,682.1% | -1,335.1% | +112.5% |
| All | +1,133.4% | +259.6% | +873.8% | +433.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling