+245.6%
COP vs USHY
+50.7%
+194.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | +3.0% | -0.1% | +3.1% | +3.2% |
| 30D | +17.5% | +0.1% | +17.4% | +17.2% |
| 3M | +13.4% | +0.8% | +12.5% | +11.4% |
| 6M | +17.7% | +1.7% | +16.0% | +13.1% |
| YTD | +46.6% | +2.5% | +44.1% | +38.9% |
| 1Y | +44.6% | +4.4% | +40.2% | +32.1% |
| 3Y | +20.7% | +27.4% | -6.7% | -24.0% |
| 5Y | +185.0% | +21.7% | +163.3% | +101.3% |
| All | +245.6% | +50.7% | +194.8% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling