+341.0%
COP vs B
+189.6%
+151.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | +3.0% | -1.6% | +4.6% | +3.1% |
| 30D | +17.5% | +9.4% | +8.1% | +16.3% |
| 3M | +13.4% | +5.0% | +8.4% | +12.4% |
| 6M | +17.7% | -3.5% | +21.3% | +17.4% |
| YTD | +46.6% | +4.5% | +42.1% | +44.2% |
| 1Y | +44.6% | +67.8% | -23.2% | +32.9% |
| 3Y | +20.7% | +196.7% | -176.0% | +1.1% |
| 5Y | +185.0% | +151.9% | +33.1% | +142.9% |
| All | +341.0% | +189.6% | +151.4% | +268.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling