+192.5%
COP vs GM
+79.5%
+113.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.6% |
| 7D | -0.5% | -1.1% | +0.6% | -0.3% |
| 30D | +11.7% | -4.6% | +16.3% | +12.7% |
| 3M | +17.7% | +0.2% | +17.5% | +17.1% |
| 6M | +18.3% | +12.6% | +5.7% | +13.7% |
| YTD | +49.1% | +3.7% | +45.4% | +45.9% |
| 1Y | +53.3% | +45.6% | +7.7% | +36.1% |
| 3Y | +22.2% | +162.0% | -139.8% | -10.7% |
| All | +192.5% | +79.5% | +113.0% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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