+336.7%
COP vs ALL
+377.9%
-41.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +4.4% | +5.0% | -0.6% | +1.7% |
| 30D | 0.0% | +13.3% | -13.4% | -7.0% |
| 3M | +15.0% | +3.2% | +11.8% | +12.4% |
| 6M | +22.0% | +25.3% | -3.3% | +6.0% |
| YTD | +55.3% | +30.5% | +24.9% | +30.6% |
| 1Y | +64.1% | +29.2% | +34.9% | +38.7% |
| 3Y | +34.1% | +119.1% | -85.0% | -22.1% |
| 5Y | +133.4% | +162.6% | -29.2% | +12.3% |
| All | +336.7% | +377.9% | -41.2% | +38.6% |
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