+337.5%
COP vs EFV
+167.0%
+170.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | +1.0% | -2.0% | +3.0% | +3.3% |
| 30D | +9.6% | -0.2% | +9.7% | +9.7% |
| 3M | +15.0% | +9.1% | +5.9% | +3.1% |
| 6M | +21.8% | +11.7% | +10.1% | +4.0% |
| YTD | +49.6% | +17.0% | +32.6% | +20.0% |
| 1Y | +49.9% | +26.7% | +23.2% | +8.6% |
| 3Y | +22.6% | +90.2% | -67.5% | -48.9% |
| 5Y | +193.6% | +96.1% | +97.5% | +16.5% |
| All | +337.5% | +167.0% | +170.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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