+4,560.7%
COP vs B
+719.1%
+3,841.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -11.5% | +9.6% | -21.1% | -12.8% |
| 30D | +5.0% | +3.5% | +1.4% | +4.2% |
| 3M | +17.5% | -1.6% | +19.1% | +17.1% |
| 6M | +16.2% | -1.7% | +17.9% | +15.1% |
| YTD | +48.8% | -5.3% | +54.1% | +46.9% |
| 1Y | +64.1% | +27.2% | +36.9% | +54.6% |
| 3Y | +25.7% | +166.1% | -140.4% | +3.8% |
| 5Y | +114.4% | +136.5% | -22.1% | +78.4% |
| 10Y | +331.7% | +172.2% | +159.4% | +235.7% |
| All | +4,560.7% | +719.1% | +3,841.6% | +2,853.3% |
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 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