+120.5%
COP vs DOW
-29.7%
+150.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | 0.0% |
| 7D | -6.1% | -6.8% | +0.7% | -2.9% |
| 30D | +1.1% | +10.8% | -9.7% | -3.7% |
| 3M | +10.9% | +4.1% | +6.8% | +8.6% |
| 6M | +20.8% | -12.7% | +33.5% | +28.0% |
| YTD | +48.0% | +39.2% | +8.8% | +23.6% |
| 1Y | +58.5% | +49.5% | +9.0% | +27.4% |
| 3Y | +28.1% | -24.4% | +52.5% | +42.3% |
| 5Y | +120.5% | -29.6% | +150.0% | +149.4% |
| All | +120.5% | -29.7% | +150.1% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling