+24.5%
COP vs USHY
+27.6%
-3.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | -0.5% | -0.1% | -0.4% | -0.3% |
| 30D | +11.7% | 0.0% | +11.8% | +11.7% |
| 3M | +17.7% | +0.8% | +16.8% | +16.2% |
| 6M | +18.3% | +1.9% | +16.4% | +14.7% |
| YTD | +49.1% | +2.3% | +46.8% | +43.6% |
| 1Y | +53.3% | +4.1% | +49.2% | +42.6% |
| All | +24.5% | +27.6% | -3.2% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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