+132.2%
COP vs ALB
-64.0%
+196.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | +4.4% | -5.8% | +10.2% | +5.3% |
| 30D | 0.0% | -4.5% | +4.5% | +0.4% |
| 3M | +15.0% | -28.1% | +43.1% | +20.1% |
| 6M | +22.0% | -53.2% | +75.2% | +35.3% |
| YTD | +55.3% | -33.3% | +88.7% | +60.2% |
| 1Y | +64.1% | -17.4% | +81.6% | +62.5% |
| 3Y | +34.1% | -14.1% | +48.2% | +22.0% |
| All | +132.2% | -64.0% | +196.2% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling