+3,108.1%
COP vs ALL
+3,598.8%
-490.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +2.2% |
| 7D | -11.5% | -1.9% | -9.6% | -11.0% |
| 30D | +5.0% | +13.8% | -8.8% | -0.1% |
| 3M | +17.5% | -7.0% | +24.5% | +20.1% |
| 6M | +16.2% | +18.0% | -1.8% | +8.4% |
| YTD | +48.8% | +24.2% | +24.6% | +35.4% |
| 1Y | +64.1% | +31.2% | +32.9% | +46.2% |
| 3Y | +25.7% | +107.5% | -81.9% | -7.4% |
| 5Y | +114.4% | +144.8% | -30.4% | +45.9% |
| 10Y | +331.7% | +375.8% | -44.1% | +138.1% |
| All | +3,108.1% | +3,598.8% | -490.7% | +941.7% |
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 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