+1,544.4%
COP vs A
+566.3%
+978.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -2.0% |
| 7D | -8.4% | +4.8% | -13.2% | -9.4% |
| 30D | +0.3% | +5.6% | -5.4% | -1.0% |
| 3M | +15.1% | +23.6% | -8.5% | +9.5% |
| 6M | +19.8% | +56.4% | -36.6% | +7.4% |
| YTD | +46.8% | +33.4% | +13.4% | +35.6% |
| 1Y | +59.7% | +23.7% | +36.0% | +49.9% |
| 3Y | +28.7% | +71.0% | -42.3% | +10.8% |
| 5Y | +110.7% | +16.8% | +93.9% | +94.6% |
| 10Y | +298.3% | +323.8% | -25.5% | +180.6% |
| All | +1,544.4% | +566.3% | +978.1% | +779.3% |
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 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