+25.7%
COP vs USAR
-19.7%
+45.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.8% | -10.3% | +0.8% |
| 7D | -11.5% | -14.5% | +3.0% | -11.8% |
| 30D | +5.0% | -37.8% | +42.8% | +4.2% |
| 3M | +17.5% | -52.8% | +70.2% | +16.3% |
| 6M | +16.2% | -71.2% | +87.5% | +14.8% |
| YTD | +48.8% | -30.9% | +79.7% | +47.6% |
| 1Y | +64.1% | -48.0% | +112.1% | +62.6% |
| 3Y | +25.7% | -19.7% | +45.4% | +16.2% |
| All | +25.7% | -19.7% | +45.4% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling