+193.6%
COP vs UUUU
+111.0%
+82.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.7% | +1.0% |
| 7D | +1.0% | -5.0% | +6.0% | +1.5% |
| 30D | +9.6% | -7.8% | +17.3% | +10.2% |
| 3M | +15.0% | -0.4% | +15.5% | +14.1% |
| 6M | +21.8% | -32.9% | +54.6% | +24.6% |
| YTD | +49.6% | -6.3% | +55.9% | +44.2% |
| 1Y | +49.9% | +7.9% | +42.0% | +37.7% |
| 3Y | +22.6% | +85.2% | -62.6% | -3.6% |
| 5Y | +193.6% | +97.0% | +96.6% | +122.7% |
| All | +193.6% | +111.0% | +82.6% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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