+312.8%
COP vs DFNS
-100.0%
+412.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.2% | +12.8% | +0.6% |
| 7D | -11.5% | -44.0% | +32.5% | -11.7% |
| 30D | +5.0% | -69.1% | +74.1% | +4.6% |
| 3M | +17.5% | -95.6% | +113.1% | +16.6% |
| 6M | +16.2% | -96.2% | +112.4% | +16.5% |
| YTD | +48.8% | -99.6% | +148.4% | +48.6% |
| 1Y | +64.1% | -99.7% | +163.8% | +63.8% |
| 3Y | +25.7% | -100.0% | +125.6% | +28.6% |
| 5Y | +114.4% | -100.0% | +214.3% | +108.8% |
| All | +312.8% | -100.0% | +412.8% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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