+186.4%
COP vs IR
+45.6%
+140.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.4% |
| 7D | +3.0% | -2.8% | +5.8% | +3.8% |
| 30D | +17.5% | -15.1% | +32.6% | +22.9% |
| 3M | +13.4% | +6.1% | +7.3% | +10.0% |
| 6M | +17.7% | -16.8% | +34.5% | +23.1% |
| YTD | +46.6% | -3.5% | +50.1% | +44.0% |
| 1Y | +44.6% | -3.5% | +48.1% | +41.5% |
| 3Y | +20.7% | +9.5% | +11.2% | +8.5% |
| All | +186.4% | +45.6% | +140.7% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling