+132.2%
COP vs EFV
+93.2%
+39.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | +4.4% | +2.5% | +1.9% | +2.7% |
| 30D | 0.0% | +2.9% | -3.0% | -2.2% |
| 3M | +15.0% | -1.4% | +16.5% | +15.7% |
| 6M | +22.0% | +5.5% | +16.5% | +16.4% |
| YTD | +55.3% | +16.1% | +39.3% | +35.2% |
| 1Y | +64.1% | +20.3% | +43.9% | +38.4% |
| 3Y | +34.1% | +90.4% | -56.4% | -26.8% |
| All | +132.2% | +93.2% | +39.0% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling