+193.3%
COP vs USHY
+21.5%
+171.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | -0.5% | -0.1% | -0.4% | -0.4% |
| 30D | +11.7% | 0.0% | +11.8% | +11.7% |
| 3M | +17.7% | +0.8% | +16.8% | +16.5% |
| 6M | +18.3% | +1.9% | +16.4% | +15.4% |
| YTD | +49.1% | +2.3% | +46.8% | +44.9% |
| 1Y | +53.3% | +4.1% | +49.2% | +45.8% |
| 3Y | +22.2% | +27.8% | -5.6% | -5.0% |
| 5Y | +193.3% | +21.5% | +171.8% | +160.9% |
| All | +193.3% | +21.5% | +171.8% | +160.9% |
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