+20.8%
COP vs INDA
+10.1%
+10.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -0.8% | -1.0% | +0.1% | -0.9% |
| 30D | +15.6% | -2.5% | +18.1% | +15.6% |
| 3M | +14.3% | +4.0% | +10.4% | +14.1% |
| 6M | +17.0% | -1.8% | +18.8% | +17.7% |
| YTD | +47.4% | -9.2% | +56.6% | +51.7% |
| 1Y | +52.4% | -7.2% | +59.6% | +55.6% |
| 3Y | +20.8% | +9.8% | +11.0% | +17.4% |
| All | +20.8% | +10.1% | +10.7% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling