+195.5%
COP vs CNH
+64.7%
+130.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -2.8% |
| 7D | +3.0% | +23.3% | -20.3% | -6.0% |
| 30D | +17.5% | +33.5% | -16.0% | +3.2% |
| 3M | +13.4% | +32.7% | -19.4% | -1.6% |
| 6M | +17.7% | +22.2% | -4.4% | +3.9% |
| YTD | +46.6% | +57.7% | -11.1% | +14.4% |
| 1Y | +44.6% | +28.0% | +16.6% | +23.6% |
| 3Y | +20.7% | +11.5% | +9.2% | +5.5% |
| 5Y | +185.0% | +11.9% | +173.2% | +138.9% |
| 10Y | +347.0% | +162.8% | +184.2% | +137.9% |
| All | +195.5% | +64.7% | +130.8% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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