+336.7%
COP vs CF
+479.1%
-142.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +4.4% | +4.8% | -0.4% | +1.9% |
| 30D | 0.0% | +4.7% | -4.8% | -2.5% |
| 3M | +15.0% | +7.4% | +7.6% | +10.4% |
| 6M | +22.0% | +0.6% | +21.4% | +20.7% |
| YTD | +55.3% | +64.1% | -8.8% | +15.8% |
| 1Y | +64.1% | +51.4% | +12.7% | +27.5% |
| 3Y | +34.1% | +67.8% | -33.7% | -5.5% |
| 5Y | +133.4% | +114.1% | +19.2% | +32.9% |
| All | +336.7% | +479.1% | -142.3% | +43.6% |
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