+1,674.9%
COP vs CSGP
+3,461.1%
-1,786.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -9.7% | +13.9% | -23.6% | -11.6% |
| 30D | +4.7% | +16.0% | -11.3% | +1.9% |
| 3M | +18.5% | +6.1% | +12.4% | +16.6% |
| 6M | +11.4% | -8.2% | +19.6% | +11.6% |
| YTD | +47.9% | -52.3% | +100.2% | +62.4% |
| 1Y | +59.3% | -54.5% | +113.8% | +76.1% |
| 3Y | +23.6% | -58.6% | +82.2% | +37.3% |
| 5Y | +113.1% | -61.5% | +174.6% | +135.2% |
| 10Y | +329.1% | +74.7% | +254.4% | +282.1% |
| All | +1,674.9% | +3,461.1% | -1,786.2% | +1,088.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling