+3,284.0%
COP vs ALB
+2,214.8%
+1,069.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -11.5% | +9.1% | -20.6% | -13.8% |
| 30D | +5.0% | -3.4% | +8.4% | +5.5% |
| 3M | +17.5% | -20.6% | +38.1% | +24.1% |
| 6M | +16.2% | -48.2% | +64.4% | +37.0% |
| YTD | +48.8% | -29.2% | +78.0% | +56.0% |
| 1Y | +64.1% | +10.0% | +54.1% | +49.7% |
| 3Y | +25.7% | -12.9% | +38.6% | +10.3% |
| 5Y | +114.4% | -61.3% | +175.6% | +127.9% |
| 10Y | +331.7% | +35.8% | +295.9% | +177.2% |
| All | +3,284.0% | +2,214.8% | +1,069.3% | +1,065.6% |
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