+186.4%
COP vs CB
+99.7%
+86.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.2% |
| 7D | +3.0% | +0.5% | +2.5% | +2.7% |
| 30D | +17.5% | -3.1% | +20.6% | +19.1% |
| 3M | +13.4% | +9.0% | +4.4% | +8.2% |
| 6M | +17.7% | +2.9% | +14.9% | +15.4% |
| YTD | +46.6% | +10.1% | +36.5% | +38.7% |
| 1Y | +44.6% | +22.8% | +21.8% | +29.3% |
| 3Y | +20.7% | +73.8% | -53.1% | -13.7% |
| All | +186.4% | +99.7% | +86.7% | +84.9% |
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