+186.4%
COP vs B
+153.8%
+32.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.5% |
| 6M | +17.7% | -3.5% | +21.3% | +17.9% |
| YTD | +46.6% | +4.5% | +42.1% | +44.0% |
| 1Y | +44.6% | +67.8% | -23.2% | +29.8% |
| 3Y | +20.7% | +196.7% | -176.0% | -5.5% |
| All | +186.4% | +153.8% | +32.6% | +145.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling