+53.3%
COP vs DOW
+29.4%
+23.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -0.5% | -6.0% | +5.5% | +1.8% |
| 30D | +11.7% | -2.7% | +14.5% | +12.8% |
| 3M | +17.7% | -10.5% | +28.2% | +21.9% |
| 6M | +18.3% | -12.4% | +30.7% | +24.0% |
| YTD | +49.1% | +30.0% | +19.0% | +39.5% |
| 1Y | +53.3% | +27.8% | +25.5% | +40.7% |
| All | +53.3% | +29.4% | +23.9% | +40.7% |
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