+34.1%
COP vs CP
+36.4%
-2.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +4.4% | +2.1% | +2.3% | +3.9% |
| 30D | 0.0% | +9.3% | -9.4% | -2.3% |
| 3M | +15.0% | +0.5% | +14.6% | +14.7% |
| 6M | +22.0% | +10.4% | +11.6% | +18.3% |
| YTD | +55.3% | +28.7% | +26.6% | +42.1% |
| 1Y | +64.1% | +33.2% | +30.9% | +48.5% |
| 3Y | +34.1% | +38.4% | -4.4% | +18.7% |
| All | +34.1% | +36.4% | -2.3% | +18.7% |
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