+113.0%
COP vs CF
+120.6%
-7.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -11.5% | -3.2% | -8.4% | -10.3% |
| 30D | +5.0% | +4.3% | +0.6% | +3.0% |
| 3M | +17.5% | +2.8% | +14.7% | +15.8% |
| 6M | +16.2% | +0.6% | +15.6% | +15.1% |
| YTD | +48.8% | +56.6% | -7.8% | +20.0% |
| 1Y | +64.1% | +49.6% | +14.5% | +34.9% |
| 3Y | +25.7% | +61.5% | -35.8% | -3.1% |
| All | +113.0% | +120.6% | -7.6% | +42.5% |
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