+64.1%
COP vs DOW
+56.5%
+7.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +4.4% | +5.2% | -0.8% | +2.1% |
| 30D | 0.0% | +13.2% | -13.2% | -5.1% |
| 3M | +15.0% | +10.1% | +4.9% | +10.3% |
| 6M | +22.0% | -13.1% | +35.1% | +27.3% |
| YTD | +55.3% | +46.1% | +9.2% | +34.2% |
| 1Y | +64.1% | +50.0% | +14.1% | +40.9% |
| All | +64.1% | +56.5% | +7.6% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling