+60.7%
COP vs A
+24.4%
+36.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.0% | -6.1% | -5.0% |
| 7D | -8.1% | -2.4% | -5.8% | -8.5% |
| 30D | +6.7% | +3.6% | +3.1% | +7.3% |
| 3M | +16.9% | +27.5% | -10.6% | +21.6% |
| 6M | +11.2% | +58.5% | -47.3% | +20.4% |
| YTD | +49.5% | +31.2% | +18.3% | +60.9% |
| 1Y | +60.7% | +22.2% | +38.5% | +72.7% |
| All | +60.7% | +24.4% | +36.3% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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