+64.1%
COP vs ALL
+30.2%
+34.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | +4.4% | +5.0% | -0.6% | +4.0% |
| 30D | 0.0% | +13.3% | -13.4% | -1.4% |
| 3M | +15.0% | +3.2% | +11.8% | +13.9% |
| 6M | +22.0% | +25.3% | -3.3% | +19.5% |
| YTD | +55.3% | +30.5% | +24.9% | +52.4% |
| 1Y | +64.1% | +29.2% | +34.9% | +61.8% |
| All | +64.1% | +30.2% | +34.0% | +61.8% |
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 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