+1,822.8%
COP vs EW
+7,937.2%
-6,114.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -11.5% | +11.0% | -22.5% | -13.4% |
| 30D | +5.0% | +19.1% | -14.1% | +1.2% |
| 3M | +17.5% | +14.4% | +3.1% | +14.0% |
| 6M | +16.2% | +22.8% | -6.5% | +10.9% |
| YTD | +48.8% | +19.8% | +29.0% | +42.0% |
| 1Y | +64.1% | +23.9% | +40.2% | +55.4% |
| 3Y | +25.7% | +52.2% | -26.6% | +10.1% |
| 5Y | +114.4% | -13.9% | +128.3% | +108.0% |
| 10Y | +331.7% | +241.9% | +89.8% | +213.6% |
| All | +1,822.8% | +7,937.2% | -6,114.4% | +795.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling