+454.0%
COP vs EFV
+258.8%
+195.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -0.9% |
| 7D | +3.0% | +1.5% | +1.5% | +1.5% |
| 30D | +17.5% | +1.7% | +15.7% | +15.4% |
| 3M | +13.4% | +8.6% | +4.7% | +3.9% |
| 6M | +17.7% | +11.7% | +6.1% | +3.4% |
| YTD | +46.6% | +19.3% | +27.3% | +20.3% |
| 1Y | +44.6% | +30.2% | +14.4% | +8.6% |
| 3Y | +20.7% | +91.6% | -70.9% | -39.3% |
| 5Y | +185.0% | +96.4% | +88.7% | +40.1% |
| 10Y | +347.0% | +166.5% | +180.5% | +75.8% |
| All | +454.0% | +258.8% | +195.2% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling