+32.0%
COP vs ALB
-13.2%
+45.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | +3.4% | -3.6% | +7.0% | +3.8% |
| 30D | -0.6% | -2.9% | +2.3% | -0.4% |
| 3M | +10.8% | -25.8% | +36.6% | +14.1% |
| 6M | +19.6% | -53.6% | +73.2% | +29.7% |
| YTD | +52.9% | -32.4% | +85.3% | +55.9% |
| 1Y | +62.2% | -13.0% | +75.2% | +58.8% |
| All | +32.0% | -13.2% | +45.2% | +18.7% |
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