+186.4%
COP vs ALL
+118.4%
+67.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.7% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +17.5% | -1.5% | +19.0% | +17.8% |
| 3M | +13.4% | +23.6% | -10.3% | +5.5% |
| 6M | +17.7% | +22.3% | -4.6% | +9.8% |
| YTD | +46.6% | +26.5% | +20.1% | +34.7% |
| 1Y | +44.6% | +27.0% | +17.6% | +32.5% |
| 3Y | +20.7% | +149.6% | -128.9% | -16.1% |
| All | +186.4% | +118.4% | +67.9% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling