+132.2%
COP vs USHY
+19.5%
+112.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +4.4% | -0.4% | +4.8% | +4.8% |
| 30D | 0.0% | +0.6% | -0.6% | -0.7% |
| 3M | +15.0% | -2.0% | +17.0% | +17.2% |
| 6M | +22.0% | -0.5% | +22.5% | +22.2% |
| YTD | +55.3% | +0.6% | +54.7% | +53.2% |
| 1Y | +64.1% | +2.1% | +62.0% | +59.1% |
| 3Y | +34.1% | +25.3% | +8.8% | +6.5% |
| All | +132.2% | +19.5% | +112.7% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling