+262.2%
UMC vs COPX
+149.4%
+112.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +9.0% | -2.3% | +11.4% | +10.0% |
| 30D | +17.2% | +0.3% | +17.0% | +16.8% |
| 3M | +11.4% | +6.8% | +4.6% | +7.8% |
| 6M | +137.5% | +7.9% | +129.6% | +127.8% |
| YTD | +193.1% | +23.7% | +169.4% | +165.1% |
| 1Y | +240.3% | +71.5% | +168.8% | +171.4% |
| 3Y | +262.2% | +149.1% | +113.1% | +139.4% |
| All | +262.2% | +149.4% | +112.8% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling