+298.3%
COP vs ALB
+38.2%
+260.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -8.4% | +9.5% | -17.9% | -10.4% |
| 30D | +0.3% | -2.1% | +2.4% | +0.5% |
| 3M | +15.1% | -24.1% | +39.2% | +21.9% |
| 6M | +19.8% | -51.0% | +70.8% | +39.7% |
| YTD | +46.8% | -29.3% | +76.1% | +52.5% |
| 1Y | +59.7% | +3.2% | +56.6% | +49.1% |
| 3Y | +28.7% | -9.3% | +38.0% | +12.2% |
| 5Y | +110.7% | -61.6% | +172.3% | +127.9% |
| 10Y | +298.3% | +40.8% | +257.5% | +129.3% |
| All | +298.3% | +38.2% | +260.1% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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