+190.1%
COP vs DE
+97.1%
+93.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | -0.8% | +0.7% | -1.5% | -1.1% |
| 30D | +15.6% | +9.6% | +5.9% | +11.5% |
| 3M | +14.3% | +19.0% | -4.6% | +6.1% |
| 6M | +17.0% | +16.1% | +0.9% | +8.8% |
| YTD | +47.4% | +47.0% | +0.4% | +22.8% |
| 1Y | +52.4% | +43.1% | +9.3% | +28.0% |
| 3Y | +20.8% | +77.5% | -56.7% | -9.9% |
| All | +190.1% | +97.1% | +93.0% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling