+4,492.0%
COP vs DE
+14,847.5%
-10,355.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +3.0% | +10.0% | -7.0% | -0.6% |
| 30D | +17.5% | +13.3% | +4.2% | +11.9% |
| 3M | +13.4% | +17.5% | -4.1% | +5.8% |
| 6M | +17.7% | +13.6% | +4.2% | +10.4% |
| YTD | +46.6% | +49.8% | -3.2% | +23.3% |
| 1Y | +44.6% | +47.9% | -3.3% | +21.8% |
| 3Y | +20.7% | +72.5% | -51.8% | -5.6% |
| 5Y | +185.0% | +90.2% | +94.8% | +111.4% |
| 10Y | +347.0% | +865.4% | -518.4% | +88.1% |
| All | +4,492.0% | +14,847.5% | -10,355.5% | +882.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling