+60.7%
COP vs CSGP
-53.2%
+113.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.0% | -9.2% | -5.3% |
| 7D | -8.1% | +18.3% | -26.4% | -8.9% |
| 30D | +6.7% | +17.8% | -11.1% | +5.5% |
| 3M | +16.9% | +9.3% | +7.6% | +15.8% |
| 6M | +11.2% | -7.9% | +19.1% | +11.5% |
| YTD | +49.5% | -51.5% | +101.1% | +58.7% |
| 1Y | +60.7% | -53.3% | +114.0% | +71.7% |
| All | +60.7% | -53.2% | +113.9% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling