+103.8%
USB vs COPX
+128.6%
-24.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.3% |
| 7D | +2.6% | -2.8% | +5.4% | +3.1% |
| 30D | +8.4% | -14.3% | +22.7% | +11.5% |
| 3M | -5.5% | -19.0% | +13.5% | -2.1% |
| 6M | +17.7% | -24.4% | +42.1% | +23.0% |
| YTD | +17.6% | -3.2% | +20.8% | +13.2% |
| 1Y | +33.9% | +15.2% | +18.7% | +22.4% |
| 3Y | +103.8% | +127.6% | -23.8% | +26.1% |
| All | +103.8% | +128.6% | -24.7% | +26.1% |
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