+451.1%
COP vs UUUU
-96.4%
+547.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | +4.4% | -1.1% | +5.5% | +4.4% |
| 30D | 0.0% | -21.0% | +20.9% | +1.8% |
| 3M | +15.0% | -54.8% | +69.8% | +22.7% |
| 6M | +22.0% | -67.3% | +89.3% | +32.9% |
| YTD | +55.3% | -54.7% | +110.0% | +61.2% |
| 1Y | +64.1% | -57.4% | +121.6% | +70.6% |
| 3Y | +34.1% | -19.6% | +53.7% | +24.8% |
| 5Y | +133.4% | -40.0% | +173.4% | +116.9% |
| 10Y | +338.6% | +364.1% | -25.5% | +215.8% |
| All | +451.1% | -96.4% | +547.5% | +347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling