+325.1%
COP vs ALL
+355.7%
-30.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +1.9% |
| 7D | -0.8% | -1.7% | +0.9% | 0.0% |
| 30D | +15.6% | -4.7% | +20.3% | +18.3% |
| 3M | +14.3% | +18.4% | -4.0% | +3.2% |
| 6M | +17.0% | +20.5% | -3.5% | +4.0% |
| YTD | +47.4% | +23.5% | +23.9% | +28.3% |
| 1Y | +52.4% | +29.0% | +23.4% | +28.8% |
| 3Y | +20.8% | +153.7% | -132.9% | -36.7% |
| 5Y | +191.7% | +114.8% | +76.9% | +62.6% |
| 10Y | +325.1% | +356.1% | -31.1% | +44.8% |
| All | +325.1% | +355.7% | -30.6% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling