+346.1%
COP vs USB
+107.5%
+238.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | +3.0% | +1.4% | +1.6% | +2.1% |
| 30D | +17.5% | -1.3% | +18.8% | +18.2% |
| 3M | +13.4% | +15.2% | -1.9% | +3.5% |
| 6M | +17.7% | +18.8% | -1.1% | +4.6% |
| YTD | +46.6% | +21.0% | +25.6% | +28.0% |
| 1Y | +44.6% | +34.0% | +10.6% | +18.2% |
| 3Y | +20.7% | +95.3% | -74.6% | -26.0% |
| 5Y | +185.0% | +40.4% | +144.7% | +108.4% |
| All | +346.1% | +107.5% | +238.6% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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