+317.7%
COP vs HWM
+1,494.1%
-1,176.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +3.0% | -2.1% | +5.1% | +3.6% |
| 30D | +17.5% | -11.0% | +28.5% | +22.7% |
| 3M | +13.4% | +4.0% | +9.3% | +10.1% |
| 6M | +17.7% | -0.2% | +18.0% | +14.3% |
| YTD | +46.6% | +26.7% | +19.9% | +27.4% |
| 1Y | +44.6% | +44.7% | -0.1% | +17.7% |
| 3Y | +20.7% | +426.1% | -405.4% | -49.0% |
| 5Y | +185.0% | +738.5% | -553.5% | -6.2% |
| All | +317.7% | +1,494.1% | -1,176.4% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling