+60.7%
COP vs DE
+49.6%
+11.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.8% | -5.3% |
| 7D | -8.1% | +5.6% | -13.7% | -8.4% |
| 30D | +6.7% | -0.8% | +7.5% | +6.6% |
| 3M | +16.9% | +9.8% | +7.0% | +16.2% |
| 6M | +11.2% | +17.5% | -6.4% | +9.5% |
| YTD | +49.5% | +46.5% | +3.1% | +38.8% |
| 1Y | +60.7% | +46.1% | +14.6% | +49.1% |
| All | +60.7% | +49.6% | +11.1% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling