+1,163.5%
C vs COP
+4,537.2%
-3,373.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +3.6% | +3.0% | +0.6% | +2.1% |
| 30D | +0.1% | +17.5% | -17.4% | -7.8% |
| 3M | +2.4% | +13.4% | -10.9% | -4.8% |
| 6M | +24.9% | +17.7% | +7.2% | +12.3% |
| YTD | +19.8% | +46.6% | -26.8% | -4.2% |
| 1Y | +44.9% | +44.6% | +0.3% | +15.8% |
| 3Y | +263.0% | +20.7% | +242.3% | +209.8% |
| 5Y | +129.5% | +185.0% | -55.5% | +17.9% |
| 10Y | +291.6% | +347.0% | -55.4% | +44.8% |
| All | +1,163.5% | +4,537.2% | -3,373.7% | +154.5% |
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