+184.8%
COP vs EQT
+192.5%
-7.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | +2.3% | -2.0% | +4.3% | +3.0% |
| 30D | +8.6% | 0.0% | +8.6% | +8.6% |
| 3M | +19.9% | +5.9% | +13.9% | +17.3% |
| 6M | +19.0% | -14.8% | +33.8% | +25.5% |
| YTD | +50.0% | +1.8% | +48.2% | +48.1% |
| 1Y | +50.5% | +7.4% | +43.2% | +45.4% |
| 3Y | +25.2% | +33.6% | -8.4% | +7.8% |
| All | +184.8% | +192.5% | -7.8% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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