+19.6%
COP vs URA
-41.9%
+61.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +0.8% |
| 7D | +3.4% | +4.5% | -1.1% | +4.4% |
| 30D | -0.6% | -13.4% | +12.8% | -3.6% |
| 3M | +10.8% | -28.4% | +39.2% | +3.4% |
| 6M | +19.6% | -40.5% | +60.1% | +9.9% |
| All | +19.6% | -41.9% | +61.5% | +9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling