+113.0%
COP vs URA
+33.4%
+79.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.2% |
| 7D | -11.5% | -4.1% | -7.4% | -10.9% |
| 30D | +5.0% | -19.0% | +24.0% | +8.7% |
| 3M | +17.5% | -25.1% | +42.6% | +22.9% |
| 6M | +16.2% | -44.5% | +60.7% | +28.6% |
| YTD | +48.8% | -24.3% | +73.1% | +49.2% |
| 1Y | +64.1% | -28.1% | +92.2% | +66.0% |
| 3Y | +25.7% | +40.7% | -15.0% | -6.3% |
| All | +113.0% | +33.4% | +79.6% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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