+252.8%
USB vs COPX
+121.7%
+131.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.8% | +3.7% | -0.1% |
| 7D | -1.5% | -7.5% | +6.0% | +1.2% |
| 30D | +4.3% | -18.6% | +22.9% | +11.7% |
| 3M | -6.1% | -19.0% | +12.9% | +0.2% |
| 6M | +9.4% | -9.9% | +19.3% | +10.3% |
| YTD | +15.2% | -1.8% | +17.0% | +10.0% |
| 1Y | +32.8% | +21.6% | +11.1% | +16.6% |
| 3Y | +91.3% | +118.9% | -27.6% | +28.5% |
| 5Y | +22.7% | +118.7% | -96.0% | -20.0% |
| 10Y | +97.0% | +390.8% | -293.7% | -13.4% |
| All | +252.8% | +121.7% | +131.0% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling