+115.0%
UMC vs COPX
+31.7%
+83.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.0% | -4.0% |
| 7D | -14.7% | -3.0% | -11.7% | -13.4% |
| 30D | -32.9% | -13.6% | -19.2% | -28.1% |
| 3M | -22.2% | -11.2% | -10.9% | -18.1% |
| 6M | +25.9% | -2.4% | +28.3% | +27.6% |
| YTD | +107.9% | +4.2% | +103.7% | +113.3% |
| 1Y | +115.0% | +32.2% | +82.9% | +105.0% |
| All | +115.0% | +31.7% | +83.3% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling