+320.3%
COP vs B
+183.2%
+137.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -11.5% | +9.6% | -21.1% | -12.3% |
| 30D | +5.0% | +3.5% | +1.4% | +4.5% |
| 3M | +17.5% | -1.6% | +19.1% | +17.3% |
| 6M | +16.2% | -1.7% | +17.9% | +15.6% |
| YTD | +48.8% | -5.3% | +54.1% | +47.5% |
| 1Y | +64.1% | +27.2% | +36.9% | +56.4% |
| 3Y | +25.7% | +166.1% | -140.4% | +6.6% |
| 5Y | +114.4% | +136.5% | -22.1% | +84.0% |
| All | +320.3% | +183.2% | +137.0% | +245.5% |
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