+213.3%
C vs COP
+314.5%
-101.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -0.4% | -6.1% | +5.7% | +2.4% |
| 30D | -5.2% | +1.1% | -6.3% | -6.2% |
| 3M | -9.1% | +10.9% | -20.0% | -14.2% |
| 6M | -1.6% | +20.8% | -22.3% | -11.8% |
| YTD | +6.9% | +48.0% | -41.1% | -15.0% |
| 1Y | +23.0% | +58.5% | -35.6% | -5.9% |
| 3Y | +216.1% | +28.1% | +188.0% | +162.5% |
| 5Y | +112.2% | +120.5% | -8.2% | +22.4% |
| All | +213.3% | +314.5% | -101.1% | +20.3% |
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