+52.4%
COP vs EW
+7.6%
+44.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | 0.0% |
| 7D | -0.8% | -4.4% | +3.6% | -1.6% |
| 30D | +15.6% | -3.3% | +18.9% | +14.9% |
| 3M | +14.3% | +1.0% | +13.3% | +14.9% |
| 6M | +17.0% | +6.2% | +10.8% | +18.7% |
| YTD | +47.4% | +1.7% | +45.7% | +49.5% |
| 1Y | +52.4% | +8.1% | +44.3% | +50.8% |
| All | +52.4% | +7.6% | +44.8% | +50.8% |
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