+340.2%
COP vs EAT
+370.1%
-29.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.8% |
| 7D | -0.5% | -6.8% | +6.3% | +1.0% |
| 30D | +11.7% | -5.4% | +17.1% | +12.7% |
| 3M | +17.7% | +42.8% | -25.1% | +8.0% |
| 6M | +18.3% | +56.5% | -38.2% | +4.9% |
| YTD | +49.1% | +50.0% | -1.0% | +32.8% |
| 1Y | +53.3% | +38.3% | +15.0% | +37.7% |
| 3Y | +22.2% | +591.6% | -569.5% | -30.5% |
| 5Y | +193.3% | +312.6% | -119.3% | +79.3% |
| 10Y | +340.2% | +381.4% | -41.2% | +101.3% |
| All | +340.2% | +370.1% | -29.8% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling