+44.6%
COP vs ALL
+28.3%
+16.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -1.0% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +17.5% | -1.5% | +19.0% | +17.6% |
| 3M | +13.4% | +23.6% | -10.3% | +10.4% |
| 6M | +17.7% | +22.3% | -4.6% | +14.9% |
| YTD | +46.6% | +26.5% | +20.1% | +42.3% |
| 1Y | +44.6% | +27.0% | +17.6% | +40.7% |
| All | +44.6% | +28.3% | +16.3% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling