+186.4%
COP vs A
-12.8%
+199.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +3.0% | -1.9% | +4.9% | +3.3% |
| 30D | +17.5% | +6.9% | +10.6% | +16.0% |
| 3M | +13.4% | +9.2% | +4.1% | +11.3% |
| 6M | +17.7% | +25.7% | -7.9% | +11.8% |
| YTD | +46.6% | +11.5% | +35.1% | +43.0% |
| 1Y | +44.6% | +18.4% | +26.2% | +38.4% |
| 3Y | +20.7% | +26.6% | -5.9% | +10.6% |
| All | +186.4% | -12.8% | +199.2% | +151.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling