+4,492.0%
COP vs EAT
+11,644.8%
-7,152.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +17.5% | +1.9% | +15.6% | +16.9% |
| 3M | +13.4% | +68.7% | -55.3% | +2.9% |
| 6M | +17.7% | +66.9% | -49.2% | +6.0% |
| YTD | +46.6% | +60.4% | -13.8% | +32.5% |
| 1Y | +44.6% | +44.0% | +0.6% | +32.1% |
| 3Y | +20.7% | +604.7% | -584.0% | -20.2% |
| 5Y | +185.0% | +347.0% | -162.0% | +95.4% |
| 10Y | +347.0% | +390.8% | -43.8% | +165.3% |
| All | +4,492.0% | +11,644.8% | -7,152.8% | +1,751.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling