+420.0%
COP vs UUUU
-92.0%
+512.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +3.0% | -1.4% | +4.4% | +3.1% |
| 30D | +17.5% | +16.3% | +1.2% | +15.6% |
| 3M | +13.4% | -16.7% | +30.1% | +14.3% |
| 6M | +17.7% | -33.7% | +51.4% | +20.1% |
| YTD | +46.6% | -0.5% | +47.1% | +42.4% |
| 1Y | +44.6% | +28.9% | +15.8% | +34.8% |
| 3Y | +20.7% | +99.9% | -79.2% | +3.8% |
| 5Y | +185.0% | +135.3% | +49.8% | +133.9% |
| 10Y | +347.0% | +518.4% | -171.4% | +210.5% |
| All | +420.0% | -92.0% | +512.0% | +295.8% |
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