+205.9%
COP vs COMP
-52.0%
+257.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.7% | -10.1% | +0.2% |
| 7D | -11.5% | +13.4% | -25.0% | -12.0% |
| 30D | +5.0% | +11.1% | -6.1% | +4.4% |
| 3M | +17.5% | -18.8% | +36.3% | +18.2% |
| 6M | +16.2% | +10.5% | +5.7% | +14.8% |
| YTD | +48.8% | -3.4% | +52.2% | +47.4% |
| 1Y | +64.1% | +19.7% | +44.4% | +60.0% |
| 3Y | +25.7% | +381.6% | -355.9% | +8.8% |
| 5Y | +114.4% | -17.6% | +132.0% | +100.6% |
| All | +205.9% | -52.0% | +257.8% | +218.4% |
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