+320.3%
COP vs CP
+253.8%
+66.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.7% |
| 7D | -11.5% | +2.8% | -14.3% | -13.3% |
| 30D | +5.0% | +10.2% | -5.3% | -1.8% |
| 3M | +17.5% | +2.4% | +15.1% | +14.8% |
| 6M | +16.2% | +7.7% | +8.6% | +9.2% |
| YTD | +48.8% | +26.0% | +22.8% | +23.8% |
| 1Y | +64.1% | +34.6% | +29.5% | +30.3% |
| 3Y | +25.7% | +26.7% | -1.0% | -0.8% |
| 5Y | +114.4% | +24.9% | +89.5% | +64.2% |
| All | +320.3% | +253.8% | +66.5% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling