+25.7%
COP vs EW
+51.9%
-26.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.7% |
| 7D | -11.5% | +11.0% | -22.5% | -11.0% |
| 30D | +5.0% | +19.1% | -14.1% | +5.9% |
| 3M | +17.5% | +14.4% | +3.1% | +18.4% |
| 6M | +16.2% | +22.8% | -6.5% | +17.4% |
| YTD | +48.8% | +19.8% | +29.0% | +50.4% |
| 1Y | +64.1% | +23.9% | +40.2% | +65.8% |
| 3Y | +25.7% | +52.2% | -26.6% | +29.1% |
| All | +25.7% | +51.9% | -26.3% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling