+110.7%
COP vs A
+16.0%
+94.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.9% |
| 7D | -8.4% | +4.8% | -13.2% | -9.2% |
| 30D | +0.3% | +5.6% | -5.4% | -0.8% |
| 3M | +15.1% | +23.6% | -8.5% | +10.4% |
| 6M | +19.8% | +56.4% | -36.6% | +8.9% |
| YTD | +46.8% | +33.4% | +13.4% | +38.1% |
| 1Y | +59.7% | +23.7% | +36.0% | +53.1% |
| 3Y | +28.7% | +71.0% | -42.3% | +9.8% |
| 5Y | +110.7% | +16.8% | +93.9% | +82.2% |
| All | +110.7% | +16.0% | +94.7% | +82.2% |
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