+337.8%
COP vs INDA
+121.8%
+216.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +4.4% | +1.1% | +3.3% | +3.8% |
| 30D | 0.0% | +9.4% | -9.4% | -5.0% |
| 3M | +15.0% | +2.9% | +12.1% | +12.8% |
| 6M | +22.0% | +7.2% | +14.8% | +16.4% |
| YTD | +55.3% | -4.8% | +60.2% | +56.9% |
| 1Y | +64.1% | -5.1% | +69.2% | +65.9% |
| 3Y | +34.1% | +16.7% | +17.4% | +18.4% |
| 5Y | +133.4% | +8.8% | +124.6% | +113.3% |
| 10Y | +338.6% | +116.2% | +222.4% | +168.8% |
| All | +337.8% | +121.8% | +216.0% | +159.2% |
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