+4,560.7%
COP vs CPB
+360.6%
+4,200.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -11.5% | +8.0% | -19.5% | -13.0% |
| 30D | +5.0% | +22.4% | -17.4% | +0.5% |
| 3M | +17.5% | +2.5% | +15.0% | +16.3% |
| 6M | +16.2% | +12.2% | +4.0% | +12.5% |
| YTD | +48.8% | -12.8% | +61.6% | +51.1% |
| 1Y | +64.1% | -19.2% | +83.3% | +69.2% |
| 3Y | +25.7% | -35.6% | +61.2% | +33.9% |
| 5Y | +114.4% | -31.4% | +145.8% | +122.9% |
| 10Y | +331.7% | -37.9% | +369.6% | +342.3% |
| All | +4,560.7% | +360.6% | +4,200.1% | +3,085.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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