+27.8%
COP vs CP
+35.9%
-8.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -6.1% | +2.8% | -8.9% | -6.8% |
| 30D | +1.1% | +11.0% | -9.9% | -1.6% |
| 3M | +10.9% | +3.8% | +7.1% | +9.7% |
| 6M | +20.8% | +9.5% | +11.3% | +17.4% |
| YTD | +48.0% | +28.2% | +19.8% | +35.6% |
| 1Y | +58.5% | +33.0% | +25.6% | +43.4% |
| All | +27.8% | +35.9% | -8.1% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling