+201.4%
COP vs COMP
-47.7%
+249.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 6M | +17.7% | +17.2% | +0.6% | +15.9% |
| YTD | +46.6% | +5.2% | +41.4% | +44.9% |
| 1Y | +44.6% | +18.9% | +25.7% | +41.3% |
| 3Y | +20.7% | +215.9% | -195.2% | +8.1% |
| 5Y | +185.0% | -31.2% | +216.2% | +173.8% |
| All | +201.4% | -47.7% | +249.0% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling