+214.4%
COP vs COMP
-52.8%
+267.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.7% |
| 7D | +3.4% | +8.9% | -5.5% | +3.0% |
| 30D | -0.6% | +14.0% | -14.6% | -1.2% |
| 3M | +10.8% | -21.1% | +31.9% | +11.6% |
| 6M | +19.6% | +20.1% | -0.5% | +17.6% |
| YTD | +52.9% | -5.0% | +57.9% | +51.5% |
| 1Y | +62.2% | +5.7% | +56.5% | +59.4% |
| 3Y | +32.4% | +412.2% | -379.9% | +14.0% |
| 5Y | +129.7% | -12.1% | +141.8% | +112.9% |
| All | +214.4% | -52.8% | +267.1% | +227.4% |
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