+298.3%
COP vs B
+183.2%
+115.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -1.7% |
| 7D | -8.4% | +11.3% | -19.7% | -9.3% |
| 30D | +0.3% | +2.9% | -2.7% | -0.1% |
| 3M | +15.1% | -2.9% | +18.0% | +15.1% |
| 6M | +19.8% | -1.2% | +21.0% | +19.1% |
| YTD | +46.8% | -1.3% | +48.1% | +45.0% |
| 1Y | +59.7% | +30.4% | +29.3% | +52.0% |
| 3Y | +28.7% | +195.3% | -166.6% | +7.9% |
| 5Y | +110.7% | +146.2% | -35.5% | +80.2% |
| 10Y | +298.3% | +200.5% | +97.8% | +225.3% |
| All | +298.3% | +183.2% | +115.1% | +225.3% |
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