+4,583.6%
COP vs USB
+8,296.0%
-3,712.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.9% | -7.1% | -5.8% |
| 7D | -8.1% | +2.4% | -10.5% | -8.9% |
| 30D | +6.7% | +6.6% | +0.1% | +4.4% |
| 3M | +16.9% | -4.1% | +21.0% | +18.2% |
| 6M | +11.2% | +12.5% | -1.3% | +6.4% |
| YTD | +49.5% | +17.6% | +31.9% | +40.3% |
| 1Y | +60.7% | +36.5% | +24.2% | +43.6% |
| 3Y | +24.9% | +95.4% | -70.5% | -1.7% |
| 5Y | +121.7% | +26.1% | +95.6% | +96.1% |
| 10Y | +333.8% | +101.3% | +232.5% | +238.7% |
| All | +4,583.6% | +8,296.0% | -3,712.4% | +2,491.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling