+4,537.5%
COP vs EAT
+9,855.7%
-5,318.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +5.0% | +1.5% |
| 7D | -6.1% | -5.9% | -0.2% | -5.3% |
| 30D | +1.1% | +0.7% | +0.5% | +0.6% |
| 3M | +10.9% | -14.2% | +25.2% | +12.9% |
| 6M | +20.8% | +40.7% | -20.0% | +12.1% |
| YTD | +48.0% | +36.0% | +12.1% | +36.7% |
| 1Y | +58.5% | +83.1% | -24.5% | +38.1% |
| 3Y | +28.1% | +474.8% | -446.7% | -12.5% |
| 5Y | +120.5% | +347.6% | -227.1% | +50.1% |
| 10Y | +310.1% | +321.5% | -11.4% | +148.5% |
| All | +4,537.5% | +9,855.7% | -5,318.2% | +1,810.5% |
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 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