+56.8%
COP vs CP
+32.8%
+24.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.7% | -0.7% | +1.3% | +0.7% |
| 30D | +0.2% | +9.6% | -9.4% | 0.0% |
| 3M | +10.2% | +2.2% | +8.0% | +10.2% |
| 6M | +20.1% | +11.1% | +9.0% | +19.3% |
| YTD | +50.5% | +28.2% | +22.3% | +39.3% |
| 1Y | +56.8% | +32.2% | +24.6% | +44.1% |
| All | +56.8% | +32.8% | +24.0% | +44.1% |
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