+310.1%
COP vs CSGP
+61.5%
+248.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.5% |
| 7D | -6.1% | -3.2% | -2.9% | -5.6% |
| 30D | +1.1% | +2.2% | -1.1% | -0.3% |
| 3M | +10.9% | -3.7% | +14.6% | +10.4% |
| 6M | +20.8% | -7.4% | +28.2% | +20.7% |
| YTD | +48.0% | -54.9% | +102.9% | +75.1% |
| 1Y | +58.5% | -54.9% | +113.4% | +87.3% |
| 3Y | +28.1% | -61.9% | +90.1% | +55.3% |
| 5Y | +120.5% | -63.1% | +183.6% | +163.8% |
| 10Y | +310.1% | +65.1% | +245.0% | +271.5% |
| All | +310.1% | +61.5% | +248.7% | +271.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling