+52.4%
COP vs CG
-26.2%
+78.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.5% |
| 7D | -0.8% | -1.3% | +0.4% | -0.9% |
| 30D | +15.6% | -3.2% | +18.7% | +15.3% |
| 3M | +14.3% | +6.2% | +8.1% | +14.2% |
| 6M | +17.0% | -4.7% | +21.6% | +17.0% |
| YTD | +47.4% | -20.6% | +68.1% | +51.7% |
| 1Y | +52.4% | -26.4% | +78.8% | +55.7% |
| All | +52.4% | -26.2% | +78.6% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling