+56.8%
COP vs B
+13.3%
+43.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.5% |
| 7D | +0.7% | -2.7% | +3.3% | +0.3% |
| 30D | +0.2% | -4.3% | +4.6% | +0.1% |
| 3M | +10.2% | -2.3% | +12.5% | +10.6% |
| 6M | +20.1% | -16.2% | +36.3% | +19.6% |
| YTD | +50.5% | -8.8% | +59.3% | +50.1% |
| 1Y | +56.8% | +11.4% | +45.4% | +52.4% |
| All | +56.8% | +13.3% | +43.5% | +52.4% |
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