+325.1%
COP vs EW
+124.3%
+200.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.4% |
| 7D | -0.8% | -4.4% | +3.6% | +0.2% |
| 30D | +15.6% | -3.3% | +18.9% | +16.5% |
| 3M | +14.3% | +1.0% | +13.3% | +13.7% |
| 6M | +17.0% | +6.2% | +10.8% | +14.4% |
| YTD | +47.4% | +1.7% | +45.7% | +45.5% |
| 1Y | +52.4% | +8.1% | +44.3% | +47.6% |
| 3Y | +20.8% | +17.1% | +3.7% | +8.5% |
| 5Y | +191.7% | -29.4% | +221.0% | +202.7% |
| 10Y | +325.1% | +121.7% | +203.3% | +201.2% |
| All | +325.1% | +124.3% | +200.8% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling