+10.9%
COP vs HWM
-23.1%
+34.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +1.0% |
| 7D | -6.1% | -1.8% | -4.3% | -6.3% |
| 30D | +1.1% | -2.7% | +3.8% | +1.8% |
| 3M | +10.9% | -22.7% | +33.7% | +10.7% |
| All | +10.9% | -23.1% | +34.0% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 3mo: compounded portfolio wealth divided by compounded HWM 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…
3mo analysis · Full analysis span regression · Available span rolling