+25.7%
COP vs ALB
-16.8%
+42.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -11.5% | +9.1% | -20.6% | -12.3% |
| 30D | +5.0% | -3.4% | +8.4% | +5.2% |
| 3M | +17.5% | -20.6% | +38.1% | +20.1% |
| 6M | +16.2% | -48.2% | +64.4% | +24.3% |
| YTD | +48.8% | -29.2% | +78.0% | +51.0% |
| 1Y | +64.1% | +10.0% | +54.1% | +55.2% |
| 3Y | +25.7% | -12.9% | +38.6% | +13.3% |
| All | +25.7% | -16.8% | +42.5% | +13.3% |
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 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