+113.1%
COP vs CSGP
-62.1%
+175.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -9.7% | +13.9% | -23.6% | -11.2% |
| 30D | +4.7% | +16.0% | -11.3% | +2.3% |
| 3M | +18.5% | +6.1% | +12.4% | +16.8% |
| 6M | +11.4% | -8.2% | +19.6% | +11.8% |
| YTD | +47.9% | -52.3% | +100.2% | +62.6% |
| 1Y | +59.3% | -54.5% | +113.8% | +76.4% |
| 3Y | +23.6% | -58.6% | +82.2% | +37.8% |
| 5Y | +113.1% | -61.5% | +174.6% | +153.7% |
| All | +113.1% | -62.1% | +175.2% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling