+113.0%
COP vs EAT
+361.6%
-248.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.7% |
| 7D | -11.5% | -2.6% | -8.9% | -11.4% |
| 30D | +5.0% | +11.5% | -6.5% | +4.2% |
| 3M | +17.5% | -9.1% | +26.6% | +17.9% |
| 6M | +16.2% | +40.4% | -24.2% | +13.2% |
| YTD | +48.8% | +43.9% | +4.8% | +43.8% |
| 1Y | +64.1% | +101.9% | -37.8% | +53.2% |
| 3Y | +25.7% | +489.9% | -464.2% | +8.0% |
| All | +113.0% | +361.6% | -248.6% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling