+28.1%
COP vs D
+74.2%
-46.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -6.1% | +2.4% | -8.5% | -6.4% |
| 30D | +1.1% | +10.9% | -9.8% | -0.5% |
| 3M | +10.9% | +2.8% | +8.1% | +10.4% |
| 6M | +20.8% | +12.7% | +8.1% | +18.3% |
| YTD | +48.0% | +20.3% | +27.7% | +43.2% |
| 1Y | +58.5% | +17.1% | +41.4% | +53.9% |
| 3Y | +28.1% | +75.1% | -47.0% | +19.8% |
| All | +28.1% | +74.2% | -46.0% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3y: compounded portfolio wealth divided by compounded D 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…
3y analysis · Full analysis span regression · 6 months rolling