+161.9%
COP vs DOW
-15.9%
+177.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -0.5% | -6.0% | +5.5% | +3.2% |
| 30D | +11.7% | -2.7% | +14.5% | +13.4% |
| 3M | +17.7% | -10.5% | +28.2% | +25.2% |
| 6M | +18.3% | -12.4% | +30.7% | +25.8% |
| YTD | +49.1% | +30.0% | +19.0% | +22.7% |
| 1Y | +53.3% | +27.8% | +25.5% | +25.0% |
| 3Y | +22.2% | -34.9% | +57.1% | +47.6% |
| 5Y | +193.3% | -35.9% | +229.2% | +250.9% |
| All | +161.9% | -15.9% | +177.8% | +133.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling