+24.5%
COP vs DE
+75.0%
-50.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.5% | -3.0% | +2.5% | +0.3% |
| 30D | +11.7% | +11.1% | +0.6% | +8.8% |
| 3M | +17.7% | +17.6% | +0.1% | +12.1% |
| 6M | +18.3% | +13.6% | +4.7% | +13.5% |
| YTD | +49.1% | +46.3% | +2.8% | +29.9% |
| 1Y | +53.3% | +44.2% | +9.1% | +33.8% |
| All | +24.5% | +75.0% | -50.5% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling