+162.8%
COP vs DOW
-15.2%
+178.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | +1.0% | -2.4% | +3.3% | +2.4% |
| 30D | +9.6% | -4.1% | +13.6% | +12.1% |
| 3M | +15.0% | -12.4% | +27.5% | +24.0% |
| 6M | +21.8% | -10.6% | +32.4% | +27.9% |
| YTD | +49.6% | +31.1% | +18.5% | +22.6% |
| 1Y | +49.9% | +30.5% | +19.4% | +20.7% |
| 3Y | +22.6% | -34.4% | +57.0% | +47.4% |
| 5Y | +193.6% | -35.5% | +229.1% | +250.1% |
| All | +162.8% | -15.2% | +178.1% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DOW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling