+1,762.1%
COP vs URI
+7,462.1%
-5,699.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | -11.5% | -9.8% | -1.7% | -9.4% |
| 30D | +5.0% | +1.7% | +3.2% | +4.3% |
| 3M | +17.5% | -9.1% | +26.5% | +19.5% |
| 6M | +16.2% | +9.9% | +6.4% | +12.3% |
| YTD | +48.8% | +31.2% | +17.6% | +35.7% |
| 1Y | +64.1% | +25.9% | +38.2% | +51.0% |
| 3Y | +25.7% | +147.4% | -121.7% | -3.6% |
| 5Y | +114.4% | +179.7% | -65.4% | +56.6% |
| 10Y | +331.7% | +1,419.5% | -1,087.9% | +117.2% |
| All | +1,762.1% | +7,462.1% | -5,699.9% | +452.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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