+25.7%
COP vs CP
+26.5%
-0.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | -11.5% | +2.8% | -14.3% | -12.2% |
| 30D | +5.0% | +10.2% | -5.3% | +2.4% |
| 3M | +17.5% | +2.4% | +15.1% | +16.5% |
| 6M | +16.2% | +7.7% | +8.6% | +13.4% |
| YTD | +48.8% | +26.0% | +22.8% | +37.0% |
| 1Y | +64.1% | +34.6% | +29.5% | +47.8% |
| 3Y | +25.7% | +26.7% | -1.0% | +13.1% |
| All | +25.7% | +26.5% | -0.8% | +13.1% |
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 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