+19.6%
COP vs CAPR
-67.6%
+87.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.7% | +10.3% | +1.6% |
| 7D | +3.4% | +19.1% | -15.7% | +3.5% |
| 30D | -0.6% | +48.8% | -49.4% | -0.4% |
| 3M | +10.8% | +144.4% | -133.6% | +8.6% |
| 6M | +19.6% | -67.5% | +87.1% | +15.1% |
| All | +19.6% | -67.6% | +87.2% | +15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling