+992.7%
C vs COP
+4,578.7%
-3,585.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -4.0% | -4.5% |
| 7D | -5.3% | -9.7% | +4.4% | -0.8% |
| 30D | -7.3% | +4.7% | -12.1% | -9.9% |
| 3M | -13.5% | +18.5% | -32.0% | -21.3% |
| 6M | -6.5% | +11.4% | -17.9% | -13.3% |
| YTD | +3.6% | +47.9% | -44.3% | -18.1% |
| 1Y | +18.9% | +59.3% | -40.4% | -9.9% |
| 3Y | +205.0% | +23.6% | +181.4% | +156.1% |
| 5Y | +109.4% | +113.1% | -3.7% | +24.7% |
| 10Y | +232.9% | +329.1% | -96.2% | +25.6% |
| All | +992.7% | +4,578.7% | -3,585.9% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling