+207.0%
C vs COP
+342.2%
-135.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.8% |
| 7D | +4.2% | +4.4% | -0.2% | +2.1% |
| 30D | +2.0% | 0.0% | +2.0% | +1.6% |
| 3M | -10.1% | +15.0% | -25.1% | -16.6% |
| 6M | +1.0% | +22.0% | -21.0% | -9.8% |
| YTD | +8.5% | +55.3% | -46.9% | -15.6% |
| 1Y | +25.7% | +64.1% | -38.4% | -5.1% |
| 3Y | +216.0% | +34.1% | +181.9% | +157.1% |
| 5Y | +112.3% | +133.4% | -21.1% | +19.2% |
| All | +207.0% | +342.2% | -135.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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