+20.8%
COP vs DOW
-35.3%
+56.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | -0.8% | -2.9% | +2.1% | +0.3% |
| 30D | +15.6% | +2.0% | +13.6% | +14.6% |
| 3M | +14.3% | -12.5% | +26.9% | +20.1% |
| 6M | +17.0% | -9.2% | +26.2% | +20.7% |
| YTD | +47.4% | +30.8% | +16.7% | +31.6% |
| 1Y | +52.4% | +29.4% | +23.0% | +35.4% |
| 3Y | +20.8% | -34.6% | +55.4% | +38.1% |
| All | +20.8% | -35.3% | +56.1% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling