+320.3%
COP vs CF
+561.7%
-241.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | -11.5% | -3.2% | -8.4% | -10.1% |
| 30D | +5.0% | +4.3% | +0.6% | +2.5% |
| 3M | +17.5% | +2.8% | +14.7% | +15.3% |
| 6M | +16.2% | +0.6% | +15.6% | +14.7% |
| YTD | +48.8% | +56.6% | -7.8% | +13.8% |
| 1Y | +64.1% | +49.6% | +14.5% | +28.5% |
| 3Y | +25.7% | +61.5% | -35.8% | -9.5% |
| 5Y | +114.4% | +124.0% | -9.6% | +18.9% |
| All | +320.3% | +561.7% | -241.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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