+25.7%
COP vs CF
+57.7%
-32.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -11.5% | -3.2% | -8.4% | -10.4% |
| 30D | +5.0% | +4.3% | +0.6% | +3.2% |
| 3M | +17.5% | +2.8% | +14.7% | +16.0% |
| 6M | +16.2% | +0.6% | +15.6% | +15.3% |
| YTD | +48.8% | +56.6% | -7.8% | +23.1% |
| 1Y | +64.1% | +49.6% | +14.5% | +37.9% |
| 3Y | +25.7% | +61.5% | -35.8% | +1.3% |
| All | +25.7% | +57.7% | -32.1% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling