+20.0%
COP vs ALB
-34.0%
+54.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.4% | -0.6% |
| 7D | +3.0% | -8.1% | +11.1% | +3.9% |
| 30D | +17.5% | +6.3% | +11.2% | +16.6% |
| 3M | +13.4% | -23.6% | +36.9% | +16.3% |
| 6M | +17.7% | -24.6% | +42.3% | +20.3% |
| YTD | +46.6% | -10.3% | +56.9% | +45.4% |
| 1Y | +44.6% | +61.5% | -16.9% | +30.5% |
| All | +20.0% | -34.0% | +54.0% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling