+313.1%
COP vs INDA
+115.1%
+198.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | +0.7% | +2.3% | +2.6% |
| 30D | +17.5% | -0.8% | +18.3% | +17.9% |
| 3M | +13.4% | +3.9% | +9.4% | +10.5% |
| 6M | +17.7% | -0.7% | +18.5% | +16.6% |
| YTD | +46.6% | -7.7% | +54.2% | +51.0% |
| 1Y | +44.6% | -5.1% | +49.7% | +46.5% |
| 3Y | +20.7% | +13.6% | +7.1% | +8.5% |
| 5Y | +185.0% | +7.8% | +177.2% | +162.4% |
| 10Y | +347.0% | +84.6% | +262.3% | +194.9% |
| All | +313.1% | +115.1% | +198.0% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling