+186.4%
COP vs COMP
-31.2%
+217.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | +3.0% | +1.4% | +1.6% | +2.9% |
| 30D | +17.5% | -13.3% | +30.8% | +18.1% |
| 3M | +13.4% | +41.1% | -27.8% | +11.1% |
| 6M | +17.7% | +17.2% | +0.6% | +16.0% |
| YTD | +46.6% | +5.2% | +41.4% | +45.0% |
| 1Y | +44.6% | +18.9% | +25.7% | +41.5% |
| 3Y | +20.7% | +215.9% | -195.2% | +8.6% |
| All | +186.4% | -31.2% | +217.6% | +178.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling