+3,451.6%
COP vs CB
+7,167.0%
-3,715.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -9.7% | +2.6% | -12.3% | -10.5% |
| 30D | +4.7% | +11.2% | -6.5% | +1.0% |
| 3M | +18.5% | +5.7% | +12.8% | +16.2% |
| 6M | +11.4% | +15.9% | -4.5% | +5.6% |
| YTD | +47.9% | +20.2% | +27.7% | +38.4% |
| 1Y | +59.3% | +32.4% | +26.9% | +44.2% |
| 3Y | +23.6% | +75.5% | -51.9% | +1.0% |
| 5Y | +113.1% | +105.5% | +7.6% | +65.0% |
| 10Y | +329.1% | +258.5% | +70.6% | +182.8% |
| All | +3,451.6% | +7,167.0% | -3,715.4% | +1,417.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling