+62.2%
COP vs USAR
-54.5%
+116.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.5% |
| 7D | +3.4% | +8.8% | -5.4% | +3.8% |
| 30D | -0.6% | -28.5% | +27.9% | -1.7% |
| 3M | +10.8% | -56.2% | +66.9% | +7.8% |
| 6M | +19.6% | -68.4% | +88.0% | +16.5% |
| YTD | +52.9% | -32.2% | +85.1% | +46.4% |
| 1Y | +62.2% | -52.3% | +114.5% | +56.3% |
| All | +62.2% | -54.5% | +116.7% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling