+22.7%
C vs COP
+58.8%
-36.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.2% |
| 7D | -0.9% | -8.4% | +7.5% | -2.4% |
| 30D | -5.4% | +0.3% | -5.7% | -5.3% |
| 3M | -9.2% | +15.1% | -24.3% | -6.5% |
| 6M | -1.8% | +19.8% | -21.6% | +1.8% |
| YTD | +6.7% | +46.8% | -40.1% | +6.6% |
| All | +22.7% | +58.8% | -36.2% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling