+3,060.7%
COP vs ALL
+3,667.9%
-607.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.6% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +17.5% | -1.5% | +19.0% | +17.9% |
| 3M | +13.4% | +23.6% | -10.3% | +4.2% |
| 6M | +17.7% | +22.3% | -4.6% | +8.5% |
| YTD | +46.6% | +26.5% | +20.1% | +32.8% |
| 1Y | +44.6% | +27.0% | +17.6% | +30.6% |
| 3Y | +20.7% | +149.6% | -128.9% | -17.0% |
| 5Y | +185.0% | +118.1% | +67.0% | +102.8% |
| 10Y | +347.0% | +369.0% | -22.0% | +148.1% |
| All | +3,060.7% | +3,667.9% | -607.1% | +922.3% |
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