+4,560.7%
COP vs EAT
+10,438.3%
-5,877.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.1% |
| 7D | -11.5% | -2.6% | -8.9% | -11.2% |
| 30D | +5.0% | +11.5% | -6.5% | +2.7% |
| 3M | +17.5% | -9.1% | +26.6% | +18.4% |
| 6M | +16.2% | +40.4% | -24.2% | +8.0% |
| YTD | +48.8% | +43.9% | +4.8% | +36.1% |
| 1Y | +64.1% | +101.9% | -37.8% | +40.5% |
| 3Y | +25.7% | +489.9% | -464.2% | -14.5% |
| 5Y | +114.4% | +362.6% | -248.3% | +45.2% |
| 10Y | +331.7% | +385.7% | -54.0% | +156.1% |
| All | +4,560.7% | +10,438.3% | -5,877.6% | +1,802.2% |
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