+34.1%
COP vs EW
+62.8%
-28.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.7% |
| 7D | +4.4% | +4.9% | -0.5% | +4.7% |
| 30D | 0.0% | +23.9% | -24.0% | +1.1% |
| 3M | +15.0% | +15.8% | -0.7% | +16.2% |
| 6M | +22.0% | +31.7% | -9.6% | +23.6% |
| YTD | +55.3% | +25.7% | +29.7% | +57.5% |
| 1Y | +64.1% | +24.4% | +39.7% | +66.4% |
| 3Y | +34.1% | +65.9% | -31.8% | +41.9% |
| All | +34.1% | +62.8% | -28.7% | +41.9% |
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 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