+3,234.1%
COP vs ALB
+2,835.3%
+398.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.4% | +0.2% |
| 7D | +3.0% | -8.1% | +11.1% | +5.4% |
| 30D | +17.5% | +6.3% | +11.2% | +15.1% |
| 3M | +13.4% | -23.6% | +36.9% | +21.0% |
| 6M | +17.7% | -24.6% | +42.3% | +24.2% |
| YTD | +46.6% | -10.3% | +56.9% | +44.8% |
| 1Y | +44.6% | +61.5% | -16.9% | +17.2% |
| 3Y | +20.7% | -34.0% | +54.7% | +16.6% |
| 5Y | +185.0% | -44.6% | +229.6% | +172.8% |
| 10Y | +347.0% | +76.1% | +270.9% | +168.3% |
| All | +3,234.1% | +2,835.3% | +398.8% | +981.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling