+60.7%
COP vs CP
+35.2%
+25.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.7% | -5.2% |
| 7D | -8.1% | +5.6% | -13.7% | -8.2% |
| 30D | +6.7% | +10.0% | -3.4% | +6.2% |
| 3M | +16.9% | +4.4% | +12.5% | +16.6% |
| 6M | +11.2% | +14.1% | -2.9% | +9.8% |
| YTD | +49.5% | +29.1% | +20.5% | +37.6% |
| 1Y | +60.7% | +34.6% | +26.1% | +45.8% |
| All | +60.7% | +35.2% | +25.5% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling