+4,492.0%
COP vs D
+2,347.4%
+2,144.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | +3.0% | +0.4% | +2.6% | +2.8% |
| 30D | +17.5% | -3.6% | +21.0% | +19.3% |
| 3M | +13.4% | -1.0% | +14.3% | +13.7% |
| 6M | +17.7% | +6.3% | +11.5% | +13.6% |
| YTD | +46.6% | +14.7% | +31.9% | +36.5% |
| 1Y | +44.6% | +16.9% | +27.7% | +32.9% |
| 3Y | +20.7% | +56.8% | -36.1% | -6.4% |
| 5Y | +185.0% | +5.2% | +179.8% | +164.1% |
| 10Y | +347.0% | +35.9% | +311.1% | +245.7% |
| All | +4,492.0% | +2,347.4% | +2,144.6% | +1,111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling