+33.6%
USB vs COPX
+88.4%
-54.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -1.8% |
| 7D | +2.1% | +5.8% | -3.7% | +1.5% |
| 30D | -2.3% | +7.2% | -9.5% | -3.0% |
| 3M | +13.9% | +16.5% | -2.6% | +11.8% |
| 6M | +21.6% | +18.4% | +3.1% | +18.2% |
| YTD | +19.3% | +31.9% | -12.6% | +12.2% |
| 1Y | +33.6% | +88.5% | -54.9% | +26.8% |
| All | +33.6% | +88.4% | -54.8% | +26.8% |
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