+4,537.5%
COP vs CP
+7,872.5%
-3,335.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -6.1% | +2.8% | -8.9% | -7.3% |
| 30D | +1.1% | +11.0% | -9.9% | -3.6% |
| 3M | +10.9% | +3.8% | +7.1% | +8.7% |
| 6M | +20.8% | +9.5% | +11.3% | +15.2% |
| YTD | +48.0% | +28.2% | +19.8% | +31.0% |
| 1Y | +58.5% | +33.0% | +25.6% | +38.0% |
| 3Y | +28.1% | +35.5% | -7.4% | +8.6% |
| 5Y | +120.5% | +25.8% | +94.7% | +90.9% |
| 10Y | +310.1% | +250.7% | +59.4% | +141.0% |
| All | +4,537.5% | +7,872.5% | -3,335.1% | +1,039.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling