+157.5%
COP vs DOW
-15.8%
+173.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +2.0% | +0.7% |
| 7D | +3.0% | -2.4% | +5.4% | +4.4% |
| 30D | +17.5% | +0.4% | +17.1% | +17.0% |
| 3M | +13.4% | -14.4% | +27.8% | +23.8% |
| 6M | +17.7% | -7.0% | +24.7% | +20.6% |
| YTD | +46.6% | +30.2% | +16.4% | +20.6% |
| 1Y | +44.6% | +29.2% | +15.4% | +17.0% |
| 3Y | +20.7% | -36.7% | +57.4% | +48.7% |
| 5Y | +185.0% | -37.7% | +222.7% | +248.3% |
| All | +157.5% | -15.8% | +173.3% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling