+4,492.0%
COP vs USB
+8,537.0%
-4,045.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +3.0% | +1.4% | +1.6% | +2.5% |
| 30D | +17.5% | -1.3% | +18.8% | +17.9% |
| 3M | +13.4% | +15.2% | -1.9% | +8.0% |
| 6M | +17.7% | +18.8% | -1.1% | +10.5% |
| YTD | +46.6% | +21.0% | +25.6% | +36.5% |
| 1Y | +44.6% | +34.0% | +10.6% | +30.1% |
| 3Y | +20.7% | +95.3% | -74.6% | -5.3% |
| 5Y | +185.0% | +40.4% | +144.7% | +144.2% |
| 10Y | +347.0% | +107.3% | +239.7% | +246.3% |
| All | +4,492.0% | +8,537.0% | -4,045.0% | +2,421.7% |
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