+436.7%
COP vs CF
+5,277.9%
-4,841.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -3.5% |
| 7D | -9.7% | +0.4% | -10.1% | -9.9% |
| 30D | +4.7% | +2.2% | +2.5% | +3.7% |
| 3M | +18.5% | +2.1% | +16.4% | +17.3% |
| 6M | +11.4% | -6.5% | +17.9% | +13.7% |
| YTD | +47.9% | +55.6% | -7.7% | +22.1% |
| 1Y | +59.3% | +42.3% | +17.0% | +36.1% |
| 3Y | +23.6% | +55.7% | -32.2% | -0.5% |
| 5Y | +113.1% | +122.4% | -9.3% | +44.7% |
| 10Y | +329.1% | +568.5% | -239.5% | +92.6% |
| All | +436.7% | +5,277.9% | -4,841.3% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling