+102.9%
USB vs COPX
+142.4%
-39.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -0.5% | -1.5% | +1.0% | -0.3% |
| 30D | +5.7% | -14.0% | +19.7% | +8.6% |
| 3M | -4.7% | -17.1% | +12.4% | -1.7% |
| 6M | +13.4% | -15.9% | +29.3% | +15.8% |
| YTD | +17.0% | +2.6% | +14.4% | +11.4% |
| 1Y | +32.4% | +21.6% | +10.8% | +19.9% |
| All | +102.9% | +142.4% | -39.5% | +24.1% |
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