+298.3%
COP vs ALL
+367.3%
-69.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -8.4% | -3.9% | -4.6% | -6.7% |
| 30D | +0.3% | +10.6% | -10.3% | -5.4% |
| 3M | +15.1% | -4.6% | +19.7% | +17.2% |
| 6M | +19.8% | +20.2% | -0.4% | +6.4% |
| YTD | +46.8% | +23.7% | +23.1% | +27.1% |
| 1Y | +59.7% | +27.9% | +31.9% | +35.5% |
| 3Y | +28.7% | +109.2% | -80.5% | -23.3% |
| 5Y | +110.7% | +148.0% | -37.3% | +4.9% |
| 10Y | +298.3% | +363.8% | -65.5% | +34.8% |
| All | +298.3% | +367.3% | -69.0% | +34.8% |
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