+1,541.8%
COP vs A
+457.0%
+1,084.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +3.0% | -1.9% | +4.9% | +3.4% |
| 30D | +17.5% | +6.9% | +10.6% | +15.7% |
| 3M | +13.4% | +9.2% | +4.1% | +10.8% |
| 6M | +17.7% | +25.7% | -7.9% | +10.7% |
| YTD | +46.6% | +11.5% | +35.1% | +41.3% |
| 1Y | +44.6% | +18.4% | +26.2% | +37.1% |
| 3Y | +20.7% | +26.6% | -5.9% | +11.2% |
| 5Y | +185.0% | -12.8% | +197.9% | +181.2% |
| 10Y | +347.0% | +247.2% | +99.8% | +229.7% |
| All | +1,541.8% | +457.0% | +1,084.8% | +815.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling