+113.0%
COP vs CB
+101.1%
+11.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.4% |
| 7D | -11.5% | +0.2% | -11.8% | -11.7% |
| 30D | +5.0% | +9.1% | -4.1% | +0.6% |
| 3M | +17.5% | +3.4% | +14.1% | +15.4% |
| 6M | +16.2% | +14.1% | +2.1% | +8.5% |
| YTD | +48.8% | +18.0% | +30.8% | +36.1% |
| 1Y | +64.1% | +30.1% | +34.0% | +42.8% |
| 3Y | +25.7% | +71.8% | -46.1% | -8.4% |
| All | +113.0% | +101.1% | +11.9% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling