+288.7%
COP vs IR
+322.3%
-33.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.1% |
| 7D | -11.5% | +3.7% | -15.2% | -13.1% |
| 30D | +5.0% | +7.4% | -2.5% | +1.0% |
| 3M | +17.5% | -5.9% | +23.4% | +19.9% |
| 6M | +16.2% | +5.6% | +10.7% | +10.5% |
| YTD | +48.8% | +4.8% | +43.9% | +38.5% |
| 1Y | +64.1% | +6.9% | +57.2% | +50.6% |
| 3Y | +25.7% | +27.6% | -1.9% | +0.1% |
| 5Y | +114.4% | +45.8% | +68.6% | +52.1% |
| All | +288.7% | +322.3% | -33.5% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling