+109.7%
USB vs COPX
+565.6%
-455.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | +1.4% | -4.0% | +5.4% | +2.9% |
| 30D | -1.3% | +4.5% | -5.9% | -3.2% |
| 3M | +15.2% | +0.8% | +14.4% | +13.2% |
| 6M | +18.8% | +3.2% | +15.6% | +14.2% |
| YTD | +21.0% | +26.7% | -5.7% | +5.5% |
| 1Y | +34.0% | +85.7% | -51.7% | -1.0% |
| 3Y | +95.3% | +151.2% | -55.8% | +21.5% |
| 5Y | +40.4% | +170.0% | -129.6% | -18.7% |
| All | +109.7% | +565.6% | -455.9% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling