+160.1%
COP vs DOW
-10.0%
+170.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | -0.2% |
| 7D | -6.1% | -6.8% | +0.7% | -2.1% |
| 30D | +1.1% | +10.8% | -9.7% | -5.0% |
| 3M | +10.9% | +4.1% | +6.8% | +7.9% |
| 6M | +20.8% | -12.7% | +33.5% | +29.9% |
| YTD | +48.0% | +39.2% | +8.8% | +16.8% |
| 1Y | +58.5% | +49.5% | +9.0% | +19.0% |
| 3Y | +28.1% | -24.4% | +52.5% | +40.2% |
| 5Y | +120.5% | -29.6% | +150.0% | +149.2% |
| All | +160.1% | -10.0% | +170.0% | +122.4% |
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