+186.4%
COP vs CF
+227.0%
-40.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | +0.3% |
| 7D | +3.0% | +6.0% | -3.0% | +0.4% |
| 30D | +17.5% | +14.8% | +2.6% | +10.6% |
| 3M | +13.4% | +14.1% | -0.7% | +6.8% |
| 6M | +17.7% | +28.5% | -10.8% | +3.7% |
| YTD | +46.6% | +74.9% | -28.4% | +12.8% |
| 1Y | +44.6% | +61.7% | -17.1% | +14.7% |
| 3Y | +20.7% | +80.3% | -59.6% | -11.6% |
| All | +186.4% | +227.0% | -40.6% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling