+25.7%
COP vs COMP
+353.8%
-328.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.7% | -10.1% | +0.8% |
| 7D | -11.5% | +13.4% | -25.0% | -11.3% |
| 30D | +5.0% | +11.1% | -6.1% | +5.2% |
| 3M | +17.5% | -18.8% | +36.3% | +17.4% |
| 6M | +16.2% | +10.5% | +5.7% | +15.9% |
| YTD | +48.8% | -3.4% | +52.2% | +49.5% |
| 1Y | +64.1% | +19.7% | +44.4% | +62.5% |
| 3Y | +25.7% | +381.6% | -355.9% | +18.4% |
| All | +25.7% | +353.8% | -328.1% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling