+24.9%
COP vs USB
+90.4%
-65.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | -9.7% | -1.5% | -8.2% | -9.4% |
| 30D | +4.7% | +4.3% | +0.4% | +3.3% |
| 3M | +18.5% | -6.1% | +24.6% | +20.6% |
| 6M | +11.4% | +9.4% | +2.0% | +7.4% |
| YTD | +47.9% | +15.2% | +32.7% | +38.8% |
| 1Y | +59.3% | +32.8% | +26.6% | +40.9% |
| All | +24.9% | +90.4% | -65.5% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling