+52.4%
COP vs ALB
+59.9%
-7.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.6% |
| 7D | -0.8% | -4.4% | +3.6% | -0.8% |
| 30D | +15.6% | -1.2% | +16.8% | +15.6% |
| 3M | +14.3% | -13.3% | +27.6% | +14.6% |
| 6M | +17.0% | -19.8% | +36.7% | +17.5% |
| YTD | +47.4% | -7.9% | +55.4% | +46.9% |
| 1Y | +52.4% | +60.2% | -7.7% | +45.3% |
| All | +52.4% | +59.9% | -7.5% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling