+47.4%
COP vs USAR
-19.4%
+66.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.6% |
| 7D | +4.4% | -0.8% | +5.2% | +4.4% |
| 30D | 0.0% | -20.9% | +20.9% | -0.4% |
| 3M | +15.0% | -56.2% | +71.2% | +13.7% |
| 6M | +22.0% | -67.9% | +89.9% | +20.5% |
| YTD | +55.3% | -31.4% | +86.8% | +54.1% |
| 1Y | +64.1% | -45.1% | +109.2% | +62.7% |
| 3Y | +34.1% | -20.3% | +54.4% | +30.5% |
| All | +47.4% | -19.4% | +66.8% | +42.7% |
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