+329.9%
COP vs ALL
+376.2%
-46.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.7% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | -0.6% | +12.8% | -13.4% | -7.2% |
| 3M | +10.8% | +4.7% | +6.1% | +7.3% |
| 6M | +19.6% | +24.9% | -5.3% | +4.1% |
| YTD | +52.9% | +30.0% | +22.9% | +28.8% |
| 1Y | +62.2% | +29.9% | +32.3% | +36.5% |
| 3Y | +32.4% | +117.5% | -85.2% | -22.8% |
| 5Y | +129.7% | +161.7% | -32.0% | +10.8% |
| All | +329.9% | +376.2% | -46.3% | +36.7% |
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 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