+62.2%
COP vs EW
+24.1%
+38.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | +4.9% | -1.5% | +5.0% |
| 30D | -0.6% | +24.1% | -24.7% | +6.0% |
| 3M | +10.8% | +13.7% | -2.9% | +16.1% |
| 6M | +19.6% | +32.7% | -13.1% | +30.4% |
| YTD | +52.9% | +24.1% | +28.8% | +65.1% |
| 1Y | +62.2% | +23.6% | +38.6% | +75.9% |
| All | +62.2% | +24.1% | +38.1% | +75.9% |
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