+1,659.2%
COP vs CSGP
+3,334.4%
-1,675.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.7% |
| 7D | +3.0% | -4.1% | +7.1% | +3.6% |
| 30D | +17.5% | +2.3% | +15.2% | +16.8% |
| 3M | +13.4% | -8.2% | +21.5% | +14.2% |
| 6M | +17.7% | -35.1% | +52.8% | +24.7% |
| YTD | +46.6% | -54.0% | +100.6% | +62.7% |
| 1Y | +44.6% | -65.3% | +109.9% | +67.2% |
| 3Y | +20.7% | -62.6% | +83.3% | +36.7% |
| 5Y | +185.0% | -64.8% | +249.9% | +220.2% |
| 10Y | +347.0% | +45.1% | +301.9% | +309.7% |
| All | +1,659.2% | +3,334.4% | -1,675.3% | +1,090.6% |
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