+320.3%
COP vs CAPR
-68.5%
+388.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.5% |
| 7D | -11.5% | +41.1% | -52.6% | -12.3% |
| 30D | +5.0% | +11.1% | -6.2% | +4.5% |
| 3M | +17.5% | +115.3% | -97.8% | +14.3% |
| 6M | +16.2% | -73.8% | +90.1% | +17.8% |
| YTD | +48.8% | -68.8% | +117.6% | +49.7% |
| 1Y | +64.1% | +43.3% | +20.8% | +49.3% |
| 3Y | +25.7% | +214.7% | -189.0% | +5.3% |
| 5Y | +114.4% | +141.3% | -26.9% | +77.3% |
| All | +320.3% | -68.5% | +388.8% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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