+4,492.0%
COP vs GEN
+8,838.9%
-4,346.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | +3.0% | -1.2% | +4.2% | +3.1% |
| 30D | +17.5% | +10.1% | +7.3% | +16.3% |
| 3M | +13.4% | +16.1% | -2.7% | +11.5% |
| 6M | +17.7% | +38.9% | -21.1% | +13.4% |
| YTD | +46.6% | +14.4% | +32.2% | +43.8% |
| 1Y | +44.6% | +5.9% | +38.7% | +42.9% |
| 3Y | +20.7% | +58.8% | -38.1% | +14.1% |
| 5Y | +185.0% | +24.7% | +160.4% | +173.6% |
| 10Y | +347.0% | +163.1% | +183.9% | +293.2% |
| All | +4,492.0% | +8,838.9% | -4,346.9% | +3,376.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling