+291.9%
C vs COP
+343.7%
-51.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +3.6% | +3.0% | +0.6% | +2.2% |
| 30D | +0.1% | +17.5% | -17.4% | -7.4% |
| 3M | +2.4% | +13.4% | -10.9% | -4.3% |
| 6M | +24.9% | +17.7% | +7.2% | +13.0% |
| YTD | +19.8% | +46.6% | -26.8% | -3.3% |
| 1Y | +44.9% | +44.6% | +0.3% | +16.9% |
| 3Y | +263.0% | +20.7% | +242.3% | +212.6% |
| 5Y | +129.5% | +185.0% | -55.5% | +16.0% |
| All | +291.9% | +343.7% | -51.9% | +53.2% |
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