+204.0%
COP vs COMP
-56.6%
+260.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.2% | +7.1% | -0.8% |
| 7D | -9.7% | -1.8% | -7.9% | -9.7% |
| 30D | +4.7% | -0.8% | +5.5% | +4.6% |
| 3M | +18.5% | -28.1% | +46.7% | +19.9% |
| 6M | +11.4% | +27.0% | -15.6% | +8.8% |
| YTD | +47.9% | -12.8% | +60.7% | +47.1% |
| 1Y | +59.3% | +4.9% | +54.4% | +56.3% |
| 3Y | +23.6% | +321.0% | -297.4% | +7.7% |
| 5Y | +113.1% | -25.6% | +138.7% | +100.2% |
| All | +204.0% | -56.6% | +260.7% | +217.8% |
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 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