+28.7%
COP vs CG
+52.0%
-23.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.6% | -7.9% | -2.4% |
| 7D | -8.4% | +3.0% | -11.5% | -9.0% |
| 30D | +0.3% | +10.1% | -9.8% | -1.7% |
| 3M | +15.1% | -10.8% | +25.9% | +17.0% |
| 6M | +19.8% | -15.2% | +35.0% | +22.7% |
| YTD | +46.8% | -26.9% | +73.7% | +55.3% |
| 1Y | +59.7% | -17.0% | +76.8% | +62.6% |
| 3Y | +28.7% | +54.6% | -25.9% | +8.8% |
| All | +28.7% | +52.0% | -23.3% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling