+305.3%
COP vs CG
+351.2%
-45.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.5% |
| 7D | +3.0% | -4.3% | +7.3% | +4.5% |
| 30D | +17.5% | -5.1% | +22.6% | +19.2% |
| 3M | +13.4% | +8.7% | +4.7% | +8.6% |
| 6M | +17.7% | -9.2% | +27.0% | +19.3% |
| YTD | +46.6% | -18.9% | +65.4% | +53.8% |
| 1Y | +44.6% | -25.6% | +70.2% | +55.9% |
| 3Y | +20.7% | +57.3% | -36.6% | -8.4% |
| 5Y | +185.0% | +10.2% | +174.9% | +135.4% |
| 10Y | +347.0% | +364.2% | -17.2% | +98.4% |
| All | +305.3% | +351.2% | -45.9% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling