+219.4%
COP vs COMP
-52.0%
+271.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | 0.0% | +16.6% | -16.6% | -0.8% |
| 3M | +15.0% | -23.5% | +38.5% | +16.0% |
| 6M | +22.0% | +25.7% | -3.7% | +19.7% |
| YTD | +55.3% | -3.4% | +58.7% | +53.8% |
| 1Y | +64.1% | +7.6% | +56.5% | +61.2% |
| 3Y | +34.1% | +423.6% | -389.5% | +15.4% |
| 5Y | +133.4% | -10.6% | +144.0% | +116.1% |
| All | +219.4% | -52.0% | +271.3% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling