+320.3%
COP vs CB
+248.0%
+72.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.8% |
| 7D | -11.5% | +0.2% | -11.8% | -11.8% |
| 30D | +5.0% | +9.1% | -4.1% | -1.1% |
| 3M | +17.5% | +3.4% | +14.1% | +14.5% |
| 6M | +16.2% | +14.1% | +2.1% | +5.5% |
| YTD | +48.8% | +18.0% | +30.8% | +31.4% |
| 1Y | +64.1% | +30.1% | +34.0% | +35.4% |
| 3Y | +25.7% | +71.8% | -46.1% | -17.2% |
| 5Y | +114.4% | +101.8% | +12.5% | +22.8% |
| All | +320.3% | +248.0% | +72.3% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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