+105.9%
C vs COP
+113.7%
-7.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -2.4% | -11.5% | +9.1% | +0.7% |
| 30D | -6.0% | +5.0% | -10.9% | -7.5% |
| 3M | -10.5% | +17.5% | -28.0% | -15.0% |
| 6M | -5.7% | +16.2% | -21.9% | -10.7% |
| YTD | +4.1% | +48.8% | -44.6% | -10.6% |
| 1Y | +20.5% | +64.1% | -43.6% | -0.3% |
| 3Y | +208.1% | +25.7% | +182.5% | +175.4% |
| All | +105.9% | +113.7% | -7.8% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling