+283.6%
COP vs IR
+342.0%
-58.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -6.0% | -3.5% |
| 7D | -8.4% | +5.0% | -13.4% | -10.6% |
| 30D | +0.3% | +10.3% | -10.0% | -4.7% |
| 3M | +15.1% | -0.1% | +15.2% | +14.1% |
| 6M | +19.8% | +14.8% | +5.0% | +9.3% |
| YTD | +46.8% | +9.7% | +37.1% | +33.6% |
| 1Y | +59.7% | +12.2% | +47.5% | +43.2% |
| 3Y | +28.7% | +30.0% | -1.3% | +1.8% |
| 5Y | +110.7% | +46.8% | +63.9% | +49.8% |
| All | +283.6% | +342.0% | -58.5% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling