+44.6%
COP vs B
+70.0%
-25.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.3% |
| 7D | +3.0% | -1.6% | +4.6% | +2.9% |
| 30D | +17.5% | +9.4% | +8.1% | +18.5% |
| 3M | +13.4% | +5.0% | +8.4% | +14.5% |
| 6M | +17.7% | -3.5% | +21.3% | +20.3% |
| YTD | +46.6% | +4.5% | +42.1% | +48.3% |
| 1Y | +44.6% | +67.8% | -23.2% | +48.1% |
| All | +44.6% | +70.0% | -25.4% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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