+186.4%
COP vs CAPR
+84.7%
+101.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | +3.0% | -2.0% | +5.0% | +3.0% |
| 30D | +17.5% | +139.2% | -121.7% | +15.8% |
| 3M | +13.4% | -66.4% | +79.7% | +14.0% |
| 6M | +17.7% | -63.1% | +80.9% | +18.1% |
| YTD | +46.6% | -67.4% | +114.0% | +47.2% |
| 1Y | +44.6% | +58.2% | -13.6% | +37.1% |
| 3Y | +20.7% | +42.2% | -21.5% | +7.4% |
| All | +186.4% | +84.7% | +101.7% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling