+20.0%
COP vs GEN
+58.9%
-38.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | +3.0% | -1.2% | +4.2% | +3.1% |
| 30D | +17.5% | +10.1% | +7.3% | +15.8% |
| 3M | +13.4% | +16.1% | -2.7% | +10.8% |
| 6M | +17.7% | +38.9% | -21.1% | +11.4% |
| YTD | +46.6% | +14.4% | +32.2% | +44.7% |
| 1Y | +44.6% | +5.9% | +38.7% | +45.3% |
| All | +20.0% | +58.9% | -38.9% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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