+3,145.5%
COP vs ALL
+3,705.7%
-560.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +0.7% | -2.6% | +3.2% | +1.6% |
| 30D | +0.2% | +12.7% | -12.5% | -4.3% |
| 3M | +10.2% | +0.4% | +9.8% | +9.6% |
| 6M | +20.1% | +23.8% | -3.7% | +10.0% |
| YTD | +50.5% | +27.8% | +22.7% | +35.5% |
| 1Y | +56.8% | +28.9% | +27.9% | +40.6% |
| 3Y | +30.3% | +113.9% | -83.6% | -5.1% |
| 5Y | +126.8% | +157.4% | -30.6% | +51.5% |
| 10Y | +325.0% | +369.0% | -44.0% | +135.1% |
| All | +3,145.5% | +3,705.7% | -560.3% | +942.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling