+4,492.0%
COP vs B
+803.7%
+3,688.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | +3.0% | -1.6% | +4.6% | +3.2% |
| 30D | +17.5% | +9.4% | +8.1% | +15.7% |
| 3M | +13.4% | +5.0% | +8.4% | +11.9% |
| 6M | +17.7% | -3.5% | +21.3% | +16.8% |
| YTD | +46.6% | +4.5% | +42.1% | +43.1% |
| 1Y | +44.6% | +67.8% | -23.2% | +30.6% |
| 3Y | +20.7% | +196.7% | -176.0% | -1.6% |
| 5Y | +185.0% | +151.9% | +33.1% | +135.7% |
| 10Y | +347.0% | +202.2% | +144.8% | +242.7% |
| All | +4,492.0% | +803.7% | +3,688.2% | +2,778.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling