+346.1%
COP vs CP
+220.9%
+125.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | +3.0% | -2.7% | +5.7% | +4.6% |
| 30D | +17.5% | +0.2% | +17.3% | +17.0% |
| 3M | +13.4% | +2.6% | +10.8% | +10.8% |
| 6M | +17.7% | +6.0% | +11.8% | +11.2% |
| YTD | +46.6% | +24.9% | +21.6% | +23.3% |
| 1Y | +44.6% | +20.1% | +24.5% | +24.6% |
| 3Y | +20.7% | +16.4% | +4.3% | +2.0% |
| 5Y | +185.0% | +31.7% | +153.3% | +108.8% |
| All | +346.1% | +220.9% | +125.2% | +68.2% |
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