+318.0%
COP vs IT
+88.9%
+229.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -6.1% | -7.5% | +1.4% | -4.1% |
| 30D | +1.1% | -1.2% | +2.3% | +0.7% |
| 3M | +10.9% | -2.2% | +13.1% | +9.9% |
| 6M | +20.8% | +19.1% | +1.7% | +10.2% |
| YTD | +48.0% | -25.1% | +73.2% | +55.1% |
| 1Y | +58.5% | -17.4% | +75.9% | +59.9% |
| 3Y | +28.1% | -54.1% | +82.2% | +54.5% |
| 5Y | +120.5% | -42.7% | +163.1% | +129.7% |
| All | +318.0% | +88.9% | +229.1% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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