+340.2%
COP vs A
+236.6%
+103.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.6% |
| 7D | -0.5% | -4.4% | +3.9% | +1.1% |
| 30D | +11.7% | -2.7% | +14.4% | +12.6% |
| 3M | +17.7% | +7.0% | +10.6% | +14.2% |
| 6M | +18.3% | +24.6% | -6.3% | +6.8% |
| YTD | +49.1% | +7.0% | +42.0% | +42.5% |
| 1Y | +53.3% | +15.6% | +37.7% | +41.0% |
| 3Y | +22.2% | +29.9% | -7.8% | +2.3% |
| 5Y | +193.3% | -15.4% | +208.7% | +194.5% |
| 10Y | +340.2% | +248.9% | +91.4% | +121.3% |
| All | +340.2% | +236.6% | +103.6% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling