+45.1%
COP vs USAR
-20.3%
+65.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.6% |
| 7D | +3.4% | +8.8% | -5.4% | +3.6% |
| 30D | -0.6% | -28.5% | +27.9% | -1.1% |
| 3M | +10.8% | -56.2% | +66.9% | +9.5% |
| 6M | +19.6% | -68.4% | +88.0% | +18.2% |
| YTD | +52.9% | -32.2% | +85.1% | +51.7% |
| 1Y | +62.2% | -52.3% | +114.5% | +60.6% |
| 3Y | +32.4% | -21.2% | +53.5% | +28.8% |
| All | +45.1% | -20.3% | +65.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling