+4,690.3%
COP vs CP
+7,941.4%
-3,251.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | +3.4% | +0.9% | +2.5% | +3.0% |
| 30D | -0.6% | +10.3% | -10.9% | -4.9% |
| 3M | +10.8% | +2.3% | +8.5% | +9.2% |
| 6M | +19.6% | +10.7% | +8.9% | +13.6% |
| YTD | +52.9% | +29.3% | +23.6% | +34.8% |
| 1Y | +62.2% | +31.5% | +30.8% | +42.0% |
| 3Y | +32.4% | +36.7% | -4.4% | +11.8% |
| 5Y | +129.7% | +26.8% | +102.9% | +98.2% |
| 10Y | +331.8% | +260.1% | +71.7% | +151.2% |
| All | +4,690.3% | +7,941.4% | -3,251.0% | +1,072.6% |
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