+187.5%
COPX vs UMAC
+508.0%
-320.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.3% | +1.3% |
| 7D | +6.0% | +3.3% | +2.7% | +5.8% |
| 30D | +6.4% | -10.4% | +16.8% | +6.7% |
| 3M | +19.3% | +1.8% | +17.5% | +18.1% |
| 6M | +16.2% | +40.7% | -24.5% | +12.0% |
| YTD | +33.2% | +90.9% | -57.7% | +26.2% |
| 1Y | +90.2% | +151.8% | -61.5% | +78.0% |
| All | +187.5% | +508.0% | -320.5% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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