+201.8%
COP vs COMP
-49.2%
+251.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -7.0% | -1.5% |
| 7D | -8.4% | +14.5% | -23.0% | -8.9% |
| 30D | +0.3% | +14.9% | -14.6% | -0.4% |
| 3M | +15.1% | -14.2% | +29.3% | +15.6% |
| 6M | +19.8% | +23.7% | -4.0% | +17.7% |
| YTD | +46.8% | +2.1% | +44.7% | +45.1% |
| 1Y | +59.7% | +26.2% | +33.5% | +55.5% |
| 3Y | +28.7% | +470.9% | -442.2% | +10.3% |
| 5Y | +110.7% | -14.0% | +124.7% | +97.0% |
| All | +201.8% | -49.2% | +251.1% | +213.6% |
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