+16.2%
COP vs GEN
+52.9%
-36.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.4% |
| 7D | -11.5% | +2.3% | -13.8% | -11.4% |
| 30D | +5.0% | +33.1% | -28.1% | +6.6% |
| 3M | +17.5% | +6.5% | +11.0% | +17.3% |
| 6M | +16.2% | +53.8% | -37.6% | +20.8% |
| All | +16.2% | +52.9% | -36.7% | +20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling