+60.7%
COP vs EW
+19.7%
+41.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.4% | -9.6% | -3.9% |
| 7D | -8.1% | +8.3% | -16.4% | -5.9% |
| 30D | +6.7% | +13.9% | -7.3% | +10.7% |
| 3M | +16.9% | +10.9% | +6.0% | +20.9% |
| 6M | +11.2% | +19.2% | -8.1% | +17.1% |
| YTD | +49.5% | +16.6% | +32.9% | +58.3% |
| 1Y | +60.7% | +18.1% | +42.6% | +70.7% |
| All | +60.7% | +19.7% | +41.0% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling