+113.0%
COP vs GEN
+32.5%
+80.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.9% |
| 7D | -11.5% | +2.3% | -13.8% | -11.9% |
| 30D | +5.0% | +33.1% | -28.1% | +0.6% |
| 3M | +17.5% | +6.5% | +11.0% | +15.8% |
| 6M | +16.2% | +53.8% | -37.6% | +6.9% |
| YTD | +48.8% | +11.2% | +37.6% | +45.4% |
| 1Y | +64.1% | +19.4% | +44.7% | +58.0% |
| 3Y | +25.7% | +81.0% | -55.4% | +12.5% |
| All | +113.0% | +32.5% | +80.5% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling